-92.9%
UVXY vs BURL
+86.7%
-179.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -3.7% |
| 7D | +19.4% | +4.1% | +15.3% | +25.9% |
| 30D | +42.6% | -9.5% | +52.0% | +33.4% |
| 3M | +7.1% | -33.5% | +40.6% | -24.8% |
| 6M | -36.5% | -22.1% | -14.4% | -47.3% |
| YTD | -35.8% | -14.6% | -21.2% | -38.8% |
| 1Y | -58.4% | -8.4% | -50.1% | -57.4% |
| 3Y | -92.9% | +86.6% | -179.4% | -88.5% |
| All | -92.9% | +86.7% | -179.6% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling