+177.0%
FDX vs UVXY
-100.0%
+277.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.3% | +1.5% |
| 7D | -3.9% | +11.0% | -14.9% | -2.4% |
| 30D | -3.3% | -8.8% | +5.5% | -4.4% |
| 3M | -2.0% | -41.9% | +39.9% | -8.2% |
| 6M | +8.0% | -61.2% | +69.2% | -2.7% |
| YTD | +35.0% | -46.2% | +81.2% | +28.9% |
| 1Y | +73.7% | -65.2% | +138.9% | +58.6% |
| 3Y | +61.6% | -94.6% | +156.2% | +36.9% |
| 5Y | +65.4% | -99.7% | +165.1% | +8.6% |
| All | +177.0% | -100.0% | +277.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 10y: compounded portfolio wealth divided by compounded UVXY 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…
10y analysis · Full analysis span regression · 6 months rolling