-99.7%
UVXY vs BAH
+1.2%
-100.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.3% | +7.8% |
| 7D | +11.0% | +2.4% | +8.6% | +12.4% |
| 30D | -8.8% | -2.9% | -5.8% | -10.2% |
| 3M | -41.9% | -1.3% | -40.6% | -42.8% |
| 6M | -61.2% | -0.9% | -60.3% | -61.7% |
| YTD | -46.2% | -8.2% | -38.0% | -48.8% |
| 1Y | -65.2% | -24.0% | -41.2% | -70.9% |
| 3Y | -94.6% | -28.1% | -66.5% | -94.6% |
| 5Y | -99.7% | +2.5% | -102.2% | -99.5% |
| All | -99.7% | +1.2% | -100.9% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling