-94.8%
UVXY vs BTG
+94.8%
-189.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.6% |
| 7D | +2.8% | -3.8% | +6.5% | +1.5% |
| 30D | -11.4% | +3.6% | -15.0% | -9.6% |
| 3M | -41.5% | +32.0% | -73.5% | -33.9% |
| 6M | -61.0% | +3.4% | -64.4% | -58.2% |
| YTD | -49.8% | +20.8% | -70.6% | -42.4% |
| 1Y | -66.4% | +22.4% | -88.9% | -59.7% |
| 3Y | -94.8% | +91.7% | -186.5% | -91.6% |
| All | -94.8% | +94.8% | -189.6% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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