-90.3%
UVXY vs BTSG
+416.6%
-506.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +1.8% |
| 7D | +2.3% | +2.9% | -0.6% | +4.6% |
| 30D | -15.0% | +0.9% | -15.9% | -14.4% |
| 3M | -39.8% | +1.6% | -41.4% | -37.4% |
| 6M | -60.0% | +46.8% | -106.8% | -40.0% |
| YTD | -48.8% | +65.5% | -114.4% | -12.3% |
| 1Y | -67.3% | +136.2% | -203.5% | -20.2% |
| All | -90.3% | +416.6% | -506.9% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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