+1,310.8%
BAC vs UVXY
-100.0%
+1,410.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.1% |
| 7D | +1.2% | -4.7% | +5.9% | +0.5% |
| 30D | -0.7% | -17.1% | +16.3% | -3.3% |
| 3M | +16.9% | -39.9% | +56.9% | +9.5% |
| 6M | +29.6% | -66.9% | +96.4% | +13.2% |
| YTD | +15.3% | -50.1% | +65.4% | +8.4% |
| 1Y | +28.8% | -68.3% | +97.2% | +15.3% |
| 3Y | +136.4% | -95.0% | +231.4% | +96.6% |
| 5Y | +72.9% | -99.7% | +172.6% | +13.4% |
| 10Y | +391.8% | -100.0% | +491.8% | +115.9% |
| All | +1,310.8% | -100.0% | +1,410.8% | +55.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling