+134.1%
BP vs UVXY
-100.0%
+234.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | -0.7% |
| 7D | +5.2% | +2.8% | +2.4% | +5.6% |
| 30D | +8.7% | -11.4% | +20.1% | +7.3% |
| 3M | +9.3% | -41.5% | +50.9% | +3.5% |
| 6M | +13.6% | -61.0% | +74.6% | +3.5% |
| YTD | +37.7% | -49.8% | +87.5% | +30.6% |
| 1Y | +40.6% | -66.4% | +107.1% | +28.9% |
| 3Y | +40.3% | -94.8% | +135.1% | +19.4% |
| 5Y | +141.4% | -99.7% | +241.1% | +63.1% |
| All | +134.1% | -100.0% | +234.1% | +18.3% |
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