+1.3%
BBY vs UVXY
-99.7%
+101.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.8% | +9.9% | +2.1% |
| 7D | +0.6% | +2.8% | -2.2% | +1.1% |
| 30D | +9.4% | -11.4% | +20.8% | +7.7% |
| 3M | +19.3% | -41.5% | +60.8% | +11.6% |
| 6M | +47.9% | -61.0% | +109.0% | +32.5% |
| YTD | +39.6% | -49.8% | +89.4% | +31.7% |
| 1Y | +22.2% | -66.4% | +88.6% | +10.7% |
| 3Y | +45.0% | -94.8% | +139.7% | +21.8% |
| All | +1.3% | -99.7% | +101.0% | -33.5% |
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