+1,726.2%
BE vs UVXY
-94.8%
+1,821.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -6.8% | +13.5% | +4.8% |
| 7D | +9.0% | +2.8% | +6.3% | +10.1% |
| 30D | +16.3% | -11.4% | +27.6% | +12.9% |
| 3M | +10.8% | -41.5% | +52.3% | -1.4% |
| 6M | +73.2% | -61.0% | +134.2% | +44.1% |
| YTD | +217.4% | -49.8% | +267.2% | +193.3% |
| 1Y | +309.8% | -66.4% | +376.2% | +258.8% |
| 3Y | +1,726.2% | -94.8% | +1,820.9% | +1,342.5% |
| All | +1,726.2% | -94.8% | +1,821.0% | +1,342.5% |
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 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