-100.0%
UVXY vs BBWI
+19.4%
-119.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | -0.5% |
| 7D | -4.7% | +1.6% | -6.3% | -3.3% |
| 30D | -17.1% | -6.2% | -10.9% | -21.8% |
| 3M | -39.9% | +4.3% | -44.3% | -36.6% |
| 6M | -66.9% | -7.2% | -59.7% | -66.9% |
| YTD | -50.1% | -3.0% | -47.1% | -45.8% |
| 1Y | -68.3% | -30.8% | -37.6% | -73.4% |
| 3Y | -95.0% | -43.4% | -51.6% | -94.6% |
| 5Y | -99.7% | -66.7% | -32.9% | -99.7% |
| 10Y | -100.0% | -55.7% | -44.3% | -100.0% |
| All | -100.0% | +19.4% | -119.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling