-39.3%
BAX vs UVXY
-100.0%
+60.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.8% | +5.2% | -2.2% |
| 7D | -7.9% | +2.8% | -10.7% | -7.6% |
| 30D | -11.7% | -11.4% | -0.3% | -12.5% |
| 3M | +16.2% | -41.5% | +57.7% | +11.2% |
| 6M | +32.0% | -61.0% | +93.0% | +23.1% |
| YTD | +24.7% | -49.8% | +74.6% | +20.5% |
| 1Y | -2.6% | -66.4% | +63.8% | -8.3% |
| 3Y | -35.0% | -94.8% | +59.8% | -41.7% |
| 5Y | -67.6% | -99.7% | +32.1% | -75.1% |
| All | -39.3% | -100.0% | +60.7% | -61.6% |
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