+19.7%
BROS vs UVXY
-99.7%
+119.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.8% | -0.3% |
| 7D | -5.8% | +2.8% | -8.5% | -5.1% |
| 30D | -14.0% | -11.4% | -2.6% | -15.7% |
| 3M | -32.5% | -41.5% | +9.0% | -38.8% |
| 6M | -14.9% | -61.0% | +46.1% | -27.1% |
| YTD | -28.3% | -49.8% | +21.6% | -33.7% |
| 1Y | -34.0% | -66.4% | +32.5% | -42.3% |
| 3Y | +63.0% | -94.8% | +157.7% | +27.7% |
| All | +19.7% | -99.7% | +119.4% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling