+97.9%
BAC vs UVXY
-94.2%
+192.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +1.4% |
| 7D | +3.2% | -22.1% | +25.3% | +0.6% |
| 30D | -0.7% | +8.2% | -8.9% | +2.1% |
| 3M | -20.0% | -12.3% | -7.7% | -19.6% |
| 6M | +3.4% | -51.0% | +54.4% | -2.3% |
| YTD | -5.7% | -49.9% | +44.2% | -8.5% |
| 1Y | -1.4% | -67.7% | +66.3% | -8.9% |
| 3Y | +97.9% | -94.1% | +192.0% | +84.7% |
| All | +97.9% | -94.2% | +192.2% | +84.7% |
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 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