-70.5%
UVXY vs BN
-3.9%
-66.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +6.1% | -20.2% | -5.4% |
| 7D | -6.3% | +12.0% | -18.3% | +11.6% |
| 30D | -2.7% | +17.0% | -19.7% | +23.8% |
| 3M | -29.9% | -3.2% | -26.7% | -32.9% |
| 6M | -56.5% | -3.9% | -52.6% | -57.8% |
| YTD | -54.8% | -5.6% | -49.2% | -50.7% |
| 1Y | -70.5% | -4.7% | -65.8% | -66.2% |
| All | -70.5% | -3.9% | -66.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling