-33.4%
BAX vs UVXY
-94.7%
+61.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.6% |
| 7D | -5.1% | +2.3% | -7.4% | -4.8% |
| 30D | -12.2% | -15.0% | +2.9% | -13.6% |
| 3M | +21.8% | -39.8% | +61.6% | +16.1% |
| 6M | +36.3% | -60.0% | +96.3% | +26.0% |
| YTD | +27.8% | -48.8% | +76.7% | +22.6% |
| 1Y | -0.1% | -67.3% | +67.2% | -7.0% |
| All | -33.4% | -94.7% | +61.3% | -42.2% |
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