+73.1%
BAC vs UVXY
-99.7%
+172.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | -0.7% |
| 7D | 0.0% | +2.8% | -2.8% | +0.4% |
| 30D | -2.8% | -11.4% | +8.6% | -4.3% |
| 3M | +14.2% | -41.5% | +55.7% | +6.9% |
| 6M | +30.5% | -61.0% | +91.6% | +17.3% |
| YTD | +15.8% | -49.8% | +65.7% | +9.5% |
| 1Y | +26.2% | -66.4% | +92.6% | +14.5% |
| 3Y | +136.5% | -94.8% | +231.3% | +98.1% |
| All | +73.1% | -99.7% | +172.7% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling