-100.0%
UVXY vs BN
+265.2%
-365.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -5.9% |
| 7D | +2.8% | -5.2% | +8.0% | -7.6% |
| 30D | -11.4% | -14.5% | +3.1% | -35.6% |
| 3M | -41.5% | -15.0% | -26.5% | -57.5% |
| 6M | -61.0% | -5.4% | -55.6% | -62.5% |
| YTD | -49.8% | -16.4% | -33.4% | -61.1% |
| 1Y | -66.4% | -16.2% | -50.2% | -72.3% |
| 3Y | -94.8% | +67.5% | -162.3% | -64.9% |
| 5Y | -99.7% | +34.1% | -133.8% | -97.8% |
| All | -100.0% | +265.2% | -365.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling