-100.0%
UVXY vs BLDR
+383.3%
-483.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.4% | -9.2% | -4.4% |
| 7D | +2.8% | -8.2% | +11.0% | -5.3% |
| 30D | -11.4% | -16.6% | +5.3% | -25.6% |
| 3M | -41.5% | -23.2% | -18.3% | -54.1% |
| 6M | -61.0% | -33.7% | -27.3% | -72.2% |
| YTD | -49.8% | -41.3% | -8.5% | -67.4% |
| 1Y | -66.4% | -58.8% | -7.6% | -84.7% |
| 3Y | -94.8% | -57.5% | -37.3% | -96.2% |
| 5Y | -99.7% | +12.9% | -112.6% | -99.0% |
| All | -100.0% | +383.3% | -483.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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