-100.0%
UVXY vs BEN
+56.6%
-156.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.7% | -6.8% |
| 7D | +2.8% | -3.1% | +5.9% | -2.2% |
| 30D | -11.4% | +0.2% | -11.5% | -10.9% |
| 3M | -41.5% | +6.8% | -48.4% | -33.7% |
| 6M | -61.0% | +38.1% | -99.1% | -27.8% |
| YTD | -49.8% | +44.3% | -94.2% | +3.7% |
| 1Y | -66.4% | +42.6% | -109.0% | -29.1% |
| 3Y | -94.8% | +52.3% | -147.1% | -81.4% |
| 5Y | -99.7% | +37.6% | -137.3% | -98.5% |
| All | -100.0% | +56.6% | -156.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling