+977.1%
BE vs UVXY
-100.0%
+1,077.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.4% | -2.1% |
| 7D | +23.9% | +2.3% | +21.7% | +24.8% |
| 30D | +27.8% | -15.0% | +42.9% | +22.2% |
| 3M | +3.7% | -39.8% | +43.5% | -7.6% |
| 6M | +78.0% | -60.0% | +138.0% | +46.3% |
| YTD | +209.9% | -48.8% | +258.8% | +187.3% |
| 1Y | +389.6% | -67.3% | +456.9% | +320.6% |
| 3Y | +1,730.6% | -94.8% | +1,825.4% | +1,296.6% |
| 5Y | +1,227.8% | -99.7% | +1,327.5% | +533.8% |
| All | +977.1% | -100.0% | +1,077.1% | +279.1% |
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