-100.0%
UVXY vs BLDR
+5,860.2%
-5,960.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +0.8% |
| 7D | +2.3% | -2.7% | +5.0% | -0.1% |
| 30D | -15.0% | -14.7% | -0.3% | -26.2% |
| 3M | -39.8% | -20.8% | -19.0% | -50.0% |
| 6M | -60.0% | -35.3% | -24.7% | -71.1% |
| YTD | -48.8% | -40.3% | -8.5% | -64.6% |
| 1Y | -67.3% | -56.3% | -11.0% | -82.7% |
| 3Y | -94.8% | -56.1% | -38.7% | -95.9% |
| 5Y | -99.7% | +12.9% | -112.6% | -99.1% |
| 10Y | -100.0% | +386.5% | -486.4% | -100.0% |
| All | -100.0% | +5,860.2% | -5,960.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling