-70.5%
UVXY vs BAH
+6.2%
-76.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +1.5% | -15.6% | -14.1% |
| 7D | -6.3% | +5.8% | -12.1% | -6.3% |
| 30D | -2.7% | +28.7% | -31.4% | -2.2% |
| 3M | -29.9% | +20.9% | -50.8% | -29.9% |
| 6M | -56.5% | +15.2% | -71.7% | -56.9% |
| YTD | -54.8% | +7.1% | -61.9% | -56.0% |
| 1Y | -70.5% | +6.4% | -76.9% | -71.1% |
| All | -70.5% | +6.2% | -76.7% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling