+289.9%
BNY vs UVXY
-94.8%
+384.7%
-17.6%
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% | -0.6% |
| 7D | -1.3% | +2.8% | -4.1% | -1.0% |
| 30D | -0.2% | -11.4% | +11.2% | -1.3% |
| 3M | +14.9% | -41.5% | +56.4% | +9.5% |
| 6M | +40.0% | -61.0% | +101.0% | +29.4% |
| YTD | +42.0% | -49.8% | +91.8% | +36.3% |
| 1Y | +56.9% | -66.4% | +123.3% | +46.3% |
| 3Y | +289.9% | -94.8% | +384.6% | +241.5% |
| All | +289.9% | -94.8% | +384.7% | +241.5% |
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