-0.3%
BA vs UVXY
-95.1%
+94.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.4% |
| 7D | +2.5% | -4.7% | +7.2% | +1.9% |
| 30D | -10.1% | -17.1% | +7.0% | -12.1% |
| 3M | -2.4% | -39.9% | +37.5% | -7.5% |
| 6M | -8.8% | -66.9% | +58.0% | -18.2% |
| YTD | -2.9% | -50.1% | +47.2% | -7.8% |
| 1Y | -8.8% | -68.3% | +59.6% | -16.7% |
| 3Y | -0.3% | -95.0% | +94.7% | -14.2% |
| All | -0.3% | -95.1% | +94.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling