+661.1%
BX vs UVXY
-100.0%
+761.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.8% | +9.2% | +1.3% |
| 7D | -5.6% | +2.8% | -8.4% | -5.0% |
| 30D | -12.2% | -11.4% | -0.9% | -13.7% |
| 3M | +7.4% | -41.5% | +48.9% | -0.8% |
| 6M | +22.2% | -61.0% | +83.2% | +7.4% |
| YTD | -14.0% | -49.8% | +35.8% | -19.3% |
| 1Y | -27.3% | -66.4% | +39.2% | -35.0% |
| 3Y | +24.5% | -94.8% | +119.3% | +4.2% |
| 5Y | +18.9% | -99.7% | +118.6% | -22.7% |
| All | +661.1% | -100.0% | +761.0% | +268.4% |
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 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