-100.0%
UVXY vs BG
+166.7%
-266.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.7% | -5.0% | -8.6% |
| 7D | +2.8% | +3.1% | -0.3% | +5.9% |
| 30D | -11.4% | +10.2% | -21.6% | -2.3% |
| 3M | -41.5% | -1.7% | -39.8% | -43.2% |
| 6M | -61.0% | +1.0% | -62.0% | -61.4% |
| YTD | -49.8% | +39.9% | -89.8% | -27.4% |
| 1Y | -66.4% | +53.2% | -119.7% | -46.3% |
| 3Y | -94.8% | +16.3% | -111.0% | -93.2% |
| 5Y | -99.7% | +83.9% | -183.6% | -99.1% |
| All | -100.0% | +166.7% | -266.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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