-70.5%
UVXY vs BBWI
+2.4%
-72.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.1% | -18.2% | -12.2% |
| 7D | -6.3% | +8.8% | -15.1% | -2.2% |
| 30D | -2.7% | +34.8% | -37.5% | +12.3% |
| 3M | -29.9% | +12.9% | -42.9% | -25.7% |
| 6M | -56.5% | +29.6% | -86.1% | -48.7% |
| YTD | -54.8% | +20.8% | -75.6% | -47.7% |
| 1Y | -70.5% | +4.1% | -74.6% | -67.1% |
| All | -70.5% | +2.4% | -72.9% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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