-99.0%
UVXY vs BAM
+81.2%
-180.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +4.1% |
| 7D | -22.1% | -2.7% | -19.4% | -25.0% |
| 30D | +8.2% | +15.5% | -7.3% | +42.0% |
| 3M | -12.3% | -6.9% | -5.5% | -19.5% |
| 6M | -51.0% | +9.9% | -60.9% | -38.6% |
| YTD | -49.9% | +1.4% | -51.3% | -40.9% |
| 1Y | -67.7% | +3.3% | -71.0% | -60.0% |
| 3Y | -94.1% | +83.6% | -177.7% | -74.1% |
| All | -99.0% | +81.2% | -180.2% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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