-100.0%
UVXY vs BTI
+217.2%
-317.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.5% |
| 7D | +2.8% | -0.2% | +3.0% | +2.5% |
| 30D | -11.4% | -1.1% | -10.3% | -13.6% |
| 3M | -41.5% | -8.8% | -32.7% | -52.2% |
| 6M | -61.0% | -4.0% | -57.1% | -64.8% |
| YTD | -49.8% | +0.4% | -50.2% | -49.7% |
| 1Y | -66.4% | +1.9% | -68.4% | -65.4% |
| 3Y | -94.8% | +108.5% | -203.3% | -75.6% |
| 5Y | -99.7% | +118.5% | -218.2% | -98.2% |
| 10Y | -100.0% | +75.1% | -175.1% | -100.0% |
| All | -100.0% | +217.2% | -317.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 all: compounded portfolio wealth divided by compounded BTI 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…
all analysis · Full analysis span regression · 6 months rolling