-100.0%
UVXY vs BUD
-22.3%
-77.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -5.6% |
| 7D | +2.8% | -2.6% | +5.4% | -1.2% |
| 30D | -11.4% | -1.2% | -10.2% | -12.9% |
| 3M | -41.5% | -4.9% | -36.6% | -46.3% |
| 6M | -61.0% | +9.3% | -70.3% | -53.7% |
| YTD | -49.8% | +24.0% | -73.8% | -27.5% |
| 1Y | -66.4% | +34.5% | -101.0% | -44.7% |
| 3Y | -94.8% | +43.7% | -138.4% | -89.2% |
| 5Y | -99.7% | +46.0% | -145.7% | -99.1% |
| All | -100.0% | -22.3% | -77.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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