-69.8%
UVXY vs BURL
-9.5%
-60.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +2.0% |
| 7D | -5.0% | -2.8% | -2.2% | -6.5% |
| 30D | -20.5% | -28.2% | +7.6% | -34.3% |
| 3M | -36.6% | -17.6% | -19.0% | -42.4% |
| 6M | -56.9% | -11.8% | -45.1% | -58.6% |
| YTD | -51.2% | -8.1% | -43.1% | -52.1% |
| 1Y | -69.8% | -12.0% | -57.8% | -67.5% |
| All | -69.8% | -9.5% | -60.3% | -67.5% |
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