+972.8%
BLK vs UVXY
-100.0%
+1,072.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +0.7% |
| 7D | -3.3% | +2.8% | -6.1% | -2.9% |
| 30D | -6.5% | -11.4% | +4.8% | -7.9% |
| 3M | +6.7% | -41.5% | +48.3% | 0.0% |
| 6M | +14.7% | -61.0% | +75.8% | +3.3% |
| YTD | +2.5% | -49.8% | +52.4% | -2.6% |
| 1Y | -2.8% | -66.4% | +63.7% | -11.2% |
| 3Y | +65.9% | -94.8% | +160.6% | +41.1% |
| 5Y | +33.0% | -99.7% | +132.7% | -10.4% |
| 10Y | +281.2% | -100.0% | +381.2% | +73.7% |
| All | +972.8% | -100.0% | +1,072.8% | +60.1% |
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