+571.7%
BBY vs UVXY
-100.0%
+671.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.8% | +9.9% | +2.3% |
| 7D | +0.6% | +2.8% | -2.2% | +1.0% |
| 30D | +9.4% | -11.4% | +20.8% | +8.0% |
| 3M | +19.3% | -41.5% | +60.8% | +12.7% |
| 6M | +47.9% | -61.0% | +109.0% | +34.6% |
| YTD | +39.6% | -49.8% | +89.4% | +32.6% |
| 1Y | +22.2% | -66.4% | +88.6% | +12.4% |
| 3Y | +45.0% | -94.8% | +139.7% | +26.7% |
| 5Y | +2.6% | -99.7% | +102.3% | -26.6% |
| 10Y | +250.5% | -100.0% | +350.5% | +88.5% |
| All | +571.7% | -100.0% | +671.7% | +103.5% |
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 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