-100.0%
UVXY vs BEN
+110.5%
-210.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | -0.6% |
| 7D | +2.3% | +3.4% | -1.1% | +9.4% |
| 30D | -15.0% | +1.8% | -16.8% | -11.8% |
| 3M | -39.8% | +8.4% | -48.2% | -27.8% |
| 6M | -60.0% | +35.6% | -95.7% | -18.9% |
| YTD | -48.8% | +46.4% | -95.2% | +26.1% |
| 1Y | -67.3% | +46.3% | -113.6% | -15.6% |
| 3Y | -94.8% | +54.6% | -149.5% | -77.4% |
| 5Y | -99.7% | +39.4% | -139.1% | -98.1% |
| 10Y | -100.0% | +57.6% | -157.6% | -100.0% |
| All | -100.0% | +110.5% | -210.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling