-100.0%
UVXY vs BRO
+294.2%
-394.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -7.2% |
| 7D | +2.8% | -7.3% | +10.1% | -10.5% |
| 30D | -11.4% | -6.9% | -4.5% | -22.4% |
| 3M | -41.5% | +10.7% | -52.2% | -32.4% |
| 6M | -61.0% | -2.7% | -58.4% | -65.8% |
| YTD | -49.8% | -16.3% | -33.5% | -69.3% |
| 1Y | -66.4% | -29.1% | -37.4% | -85.7% |
| 3Y | -94.8% | -7.8% | -86.9% | -95.1% |
| 5Y | -99.7% | +18.7% | -118.4% | -99.2% |
| All | -100.0% | +294.2% | -394.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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