-66.4%
UVXY vs BAH
-24.0%
-42.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.8% |
| 7D | +2.8% | +4.3% | -1.5% | +3.1% |
| 30D | -11.4% | -2.5% | -8.9% | -11.6% |
| 3M | -41.5% | -0.9% | -40.6% | -42.2% |
| 6M | -61.0% | +1.5% | -62.5% | -61.0% |
| YTD | -49.8% | -8.0% | -41.9% | -51.1% |
| 1Y | -66.4% | -24.7% | -41.7% | -69.6% |
| All | -66.4% | -24.0% | -42.4% | -69.6% |
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