+392.9%
BAC vs UVXY
-100.0%
+492.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.8% |
| 7D | 0.0% | +2.8% | -2.8% | +0.5% |
| 30D | -2.8% | -11.4% | +8.6% | -4.4% |
| 3M | +14.2% | -41.5% | +55.7% | +6.4% |
| 6M | +30.5% | -61.0% | +91.6% | +16.5% |
| YTD | +15.8% | -49.8% | +65.7% | +9.0% |
| 1Y | +26.2% | -66.4% | +92.6% | +13.8% |
| 3Y | +136.5% | -94.8% | +231.3% | +97.1% |
| 5Y | +75.9% | -99.7% | +175.6% | +12.2% |
| All | +392.9% | -100.0% | +492.9% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling