-94.8%
UVXY vs BRKR
-11.8%
-83.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.5% | -6.9% |
| 7D | +2.8% | -8.7% | +11.5% | -3.0% |
| 30D | -11.4% | -9.9% | -1.5% | -16.5% |
| 3M | -41.5% | -3.1% | -38.4% | -40.0% |
| 6M | -61.0% | +45.5% | -106.5% | -42.9% |
| YTD | -49.8% | +13.7% | -63.5% | -36.5% |
| 1Y | -66.4% | +67.4% | -133.9% | -41.9% |
| 3Y | -94.8% | -13.2% | -81.6% | -92.8% |
| All | -94.8% | -11.8% | -83.0% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 3y: compounded portfolio wealth divided by compounded BRKR 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…
3y analysis · Full analysis span regression · 6 months rolling