-99.7%
UVXY vs BWA
+87.2%
-186.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.5% | -8.2% | -4.9% |
| 7D | +2.8% | -1.3% | +4.1% | +1.2% |
| 30D | -11.4% | -2.9% | -8.4% | -14.4% |
| 3M | -41.5% | -10.7% | -30.8% | -48.7% |
| 6M | -61.0% | +26.5% | -87.5% | -42.7% |
| YTD | -49.8% | +49.1% | -98.9% | -3.0% |
| 1Y | -66.4% | +52.1% | -118.5% | -31.6% |
| 3Y | -94.8% | +72.6% | -167.3% | -81.2% |
| All | -99.7% | +87.2% | -186.9% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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