+341.4%
BA vs UVXY
-100.0%
+441.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.9% |
| 7D | +1.2% | -5.0% | +6.1% | +0.5% |
| 30D | -11.6% | -20.5% | +8.9% | -14.4% |
| 3M | -2.4% | -36.6% | +34.2% | -7.4% |
| 6M | -6.6% | -56.9% | +50.3% | -14.5% |
| YTD | -2.2% | -51.2% | +49.0% | -8.1% |
| 1Y | -8.0% | -69.8% | +61.8% | -17.8% |
| 3Y | -5.0% | -95.1% | +90.1% | -20.5% |
| 5Y | -2.7% | -99.7% | +97.0% | -34.3% |
| 10Y | +75.9% | -100.0% | +175.9% | -11.0% |
| All | +341.4% | -100.0% | +441.4% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling