-99.7%
UVXY vs BBWI
-69.2%
-30.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.6% | +4.0% |
| 7D | +11.0% | -8.0% | +19.0% | +4.1% |
| 30D | -8.8% | -6.6% | -2.2% | -13.5% |
| 3M | -41.9% | -2.7% | -39.2% | -41.9% |
| 6M | -61.2% | -12.8% | -48.4% | -63.3% |
| YTD | -46.2% | -10.5% | -35.7% | -45.1% |
| 1Y | -65.2% | -35.3% | -29.9% | -72.1% |
| 3Y | -94.6% | -47.7% | -46.8% | -94.4% |
| All | -99.7% | -69.2% | -30.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling