-100.0%
UVXY vs BUD
+111.2%
-211.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +0.8% |
| 7D | -4.7% | +0.8% | -5.5% | -3.2% |
| 30D | -17.1% | -4.8% | -12.3% | -25.0% |
| 3M | -39.9% | +1.4% | -41.3% | -39.2% |
| 6M | -66.9% | +9.9% | -76.7% | -59.4% |
| YTD | -50.1% | +26.3% | -76.4% | -20.2% |
| 1Y | -68.3% | +36.1% | -104.5% | -41.6% |
| 3Y | -95.0% | +48.6% | -143.5% | -87.8% |
| 5Y | -99.7% | +45.0% | -144.7% | -99.0% |
| 10Y | -100.0% | -23.1% | -76.9% | -100.0% |
| All | -100.0% | +111.2% | -211.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling