-3.5%
BA vs UVXY
-99.7%
+96.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -1.7% |
| 7D | -1.2% | +2.3% | -3.5% | -0.8% |
| 30D | -11.3% | -15.0% | +3.7% | -13.4% |
| 3M | -3.8% | -39.8% | +36.0% | -10.0% |
| 6M | -8.3% | -60.0% | +51.8% | -17.9% |
| YTD | -4.9% | -48.8% | +43.9% | -10.5% |
| 1Y | -10.1% | -67.3% | +57.2% | -19.6% |
| 3Y | -2.3% | -94.8% | +92.5% | -20.7% |
| 5Y | -3.5% | -99.7% | +96.2% | -45.5% |
| All | -3.5% | -99.7% | +96.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling