-99.7%
UVXY vs BNS
+94.7%
-194.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.4% | -5.3% |
| 7D | +2.8% | -0.4% | +3.2% | +2.0% |
| 30D | -11.4% | +3.5% | -14.8% | -4.9% |
| 3M | -41.5% | +14.1% | -55.6% | -20.1% |
| 6M | -61.0% | +33.8% | -94.8% | -19.0% |
| YTD | -49.8% | +29.5% | -79.3% | -2.0% |
| 1Y | -66.4% | +48.4% | -114.8% | -9.5% |
| 3Y | -94.8% | +129.6% | -224.4% | -49.9% |
| All | -99.7% | +94.7% | -194.3% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling