-66.4%
UVXY vs BOXX
+4.0%
-70.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.4% |
| 7D | +2.8% | +0.1% | +2.7% | +3.2% |
| 30D | -11.4% | +0.3% | -11.7% | -9.1% |
| 3M | -41.5% | +1.0% | -42.6% | -36.8% |
| 6M | -61.0% | +1.9% | -63.0% | -51.7% |
| YTD | -49.8% | +2.7% | -52.5% | -18.0% |
| 1Y | -66.4% | +4.0% | -70.5% | -59.3% |
| All | -66.4% | +4.0% | -70.5% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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