+156.8%
BITO vs UVXY
-94.8%
+251.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -1.2% |
| 7D | -3.4% | +2.8% | -6.2% | -2.9% |
| 30D | +21.4% | -11.4% | +32.8% | +19.2% |
| 3M | +20.5% | -41.5% | +62.0% | +11.1% |
| 6M | +7.4% | -61.0% | +68.4% | -5.8% |
| YTD | -13.9% | -49.8% | +36.0% | -19.2% |
| 1Y | -35.1% | -66.4% | +31.4% | -41.7% |
| 3Y | +156.8% | -94.8% | +251.6% | +115.2% |
| All | +156.8% | -94.8% | +251.6% | +115.2% |
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 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