-99.5%
UVXY vs BURL
-10.8%
-88.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +0.7% |
| 7D | -22.1% | -1.6% | -20.5% | -22.2% |
| 30D | +8.2% | -7.7% | +15.9% | +4.6% |
| 3M | -12.3% | -31.7% | +19.3% | -33.5% |
| 6M | -51.0% | -15.2% | -35.8% | -54.8% |
| YTD | -49.9% | -15.9% | -34.0% | -52.2% |
| 1Y | -67.7% | -14.2% | -53.5% | -68.6% |
| 3Y | -94.1% | +93.5% | -187.6% | -86.4% |
| All | -99.5% | -10.8% | -88.7% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling