-100.0%
UVXY vs BURL
+970.5%
-1,070.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -3.8% |
| 7D | +19.4% | +4.1% | +15.3% | +26.6% |
| 30D | +42.6% | -9.5% | +52.0% | +32.4% |
| 3M | +7.1% | -33.5% | +40.6% | -26.4% |
| 6M | -36.5% | -22.1% | -14.4% | -48.1% |
| YTD | -35.8% | -14.6% | -21.2% | -39.7% |
| 1Y | -58.4% | -8.4% | -50.1% | -58.1% |
| 3Y | -92.9% | +86.6% | -179.4% | -80.1% |
| 5Y | -99.4% | -17.2% | -82.3% | -99.0% |
| 10Y | -100.0% | +256.4% | -356.4% | -100.0% |
| All | -100.0% | +970.5% | -1,070.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling