+1,317.3%
BAC vs UVXY
-100.0%
+1,417.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | +1.1% | -5.0% | +6.1% | +0.4% |
| 30D | -0.4% | -20.5% | +20.1% | -3.6% |
| 3M | +16.9% | -36.6% | +53.5% | +10.4% |
| 6M | +26.6% | -56.9% | +83.5% | +15.3% |
| YTD | +15.8% | -51.2% | +67.0% | +8.5% |
| 1Y | +27.2% | -69.8% | +96.9% | +13.0% |
| 3Y | +132.4% | -95.1% | +227.5% | +92.8% |
| 5Y | +72.6% | -99.7% | +172.2% | +13.3% |
| 10Y | +389.7% | -100.0% | +489.7% | +111.9% |
| All | +1,317.3% | -100.0% | +1,417.3% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling