+120.2%
BKR vs UVXY
-100.0%
+220.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -1.5% |
| 7D | -7.0% | +2.8% | -9.8% | -6.5% |
| 30D | -8.1% | -11.4% | +3.2% | -9.5% |
| 3M | -6.6% | -41.5% | +34.9% | -12.7% |
| 6M | +0.9% | -61.0% | +61.9% | -9.5% |
| YTD | +31.1% | -49.8% | +80.9% | +23.7% |
| 1Y | +27.7% | -66.4% | +94.1% | +15.8% |
| 3Y | +71.2% | -94.8% | +166.0% | +44.1% |
| 5Y | +177.6% | -99.7% | +277.3% | +80.3% |
| All | +120.2% | -100.0% | +220.2% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling