+136.0%
BAC vs UVXY
-94.4%
+230.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.3% | +0.4% |
| 7D | -0.3% | +11.0% | -11.3% | +1.0% |
| 30D | -1.8% | -8.8% | +7.0% | -2.7% |
| 3M | +15.3% | -41.9% | +57.2% | +8.7% |
| 6M | +30.2% | -61.2% | +91.3% | +18.5% |
| YTD | +15.6% | -46.2% | +61.8% | +11.0% |
| 1Y | +27.5% | -65.2% | +92.7% | +17.7% |
| All | +136.0% | -94.4% | +230.5% | +105.8% |
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