+24.9%
BIL vs UVXY
-100.0%
+124.9%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | 0.0% |
| 7D | +0.1% | -4.7% | +4.8% | +0.1% |
| 30D | +0.3% | -17.1% | +17.4% | +0.3% |
| 3M | +0.9% | -39.9% | +40.8% | +0.9% |
| 6M | +1.8% | -66.9% | +68.7% | +1.8% |
| YTD | +2.5% | -50.1% | +52.6% | +2.5% |
| 1Y | +3.7% | -68.3% | +72.0% | +3.7% |
| 3Y | +14.1% | -95.0% | +109.0% | +14.1% |
| 5Y | +19.4% | -99.7% | +119.1% | +19.4% |
| 10Y | +25.3% | -100.0% | +125.3% | +25.3% |
| All | +24.9% | -100.0% | +124.9% | +25.2% |
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