-70.5%
UVXY vs BURL
-4.6%
-66.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +7.7% | -21.8% | -10.3% |
| 7D | -6.3% | +10.4% | -16.7% | -0.9% |
| 30D | -2.7% | -4.9% | +2.2% | -3.7% |
| 3M | -29.9% | -29.8% | -0.2% | -40.8% |
| 6M | -56.5% | -16.5% | -40.0% | -58.7% |
| YTD | -54.8% | -10.5% | -44.3% | -56.2% |
| 1Y | -70.5% | -5.3% | -65.2% | -71.3% |
| All | -70.5% | -4.6% | -66.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling