+11.5%
BAX vs UVXY
-100.0%
+111.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.0% | -3.6% |
| 7D | -2.4% | -4.7% | +2.3% | -2.8% |
| 30D | -9.7% | -17.1% | +7.3% | -11.1% |
| 3M | +29.3% | -39.9% | +69.2% | +24.6% |
| 6M | +40.7% | -66.9% | +107.5% | +30.7% |
| YTD | +30.3% | -50.1% | +80.4% | +26.3% |
| 1Y | +3.4% | -68.3% | +71.7% | -2.5% |
| 3Y | -32.0% | -95.0% | +62.9% | -38.5% |
| 5Y | -66.9% | -99.7% | +32.8% | -73.7% |
| 10Y | -37.1% | -100.0% | +62.9% | -59.6% |
| All | +11.5% | -100.0% | +111.5% | -59.0% |
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 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