-100.0%
UVXY vs BAH
+207.9%
-307.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.5% |
| 7D | +2.8% | +4.3% | -1.5% | +7.0% |
| 30D | -11.4% | -2.5% | -8.9% | -13.6% |
| 3M | -41.5% | -0.9% | -40.6% | -43.1% |
| 6M | -61.0% | +1.5% | -62.5% | -61.4% |
| YTD | -49.8% | -8.0% | -41.9% | -54.9% |
| 1Y | -66.4% | -24.7% | -41.7% | -76.0% |
| 3Y | -94.8% | -28.4% | -66.4% | -95.8% |
| 5Y | -99.7% | +2.8% | -102.5% | -99.5% |
| All | -100.0% | +207.9% | -307.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling