-68.3%
UVXY vs BURL
-12.4%
-56.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +0.4% |
| 7D | -4.7% | -2.6% | -2.2% | -6.0% |
| 30D | -17.1% | -30.8% | +13.7% | -32.7% |
| 3M | -39.9% | -18.7% | -21.3% | -45.7% |
| 6M | -66.9% | -16.4% | -50.4% | -68.8% |
| YTD | -50.1% | -11.6% | -38.5% | -51.9% |
| 1Y | -68.3% | -12.0% | -56.3% | -66.1% |
| All | -68.3% | -12.4% | -56.0% | -66.1% |
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