-100.0%
UVXY vs BURL
+261.4%
-361.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +4.2% | -24.5% | -16.2% |
| 7D | -5.6% | +7.7% | -13.3% | +4.3% |
| 30D | +12.8% | -7.1% | +20.0% | +8.6% |
| 3M | -14.8% | -30.3% | +15.5% | -37.7% |
| 6M | -49.0% | -15.5% | -33.5% | -54.3% |
| YTD | -48.8% | -11.0% | -37.8% | -49.4% |
| 1Y | -66.4% | -8.4% | -58.0% | -65.9% |
| 3Y | -94.4% | +96.7% | -191.1% | -83.8% |
| 5Y | -99.5% | -14.1% | -85.5% | -99.2% |
| 10Y | -100.0% | +255.1% | -355.1% | -100.0% |
| All | -100.0% | +261.4% | -361.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling