+59.4%
FDX vs UVXY
-94.7%
+154.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.3% |
| 7D | -2.3% | +2.3% | -4.6% | -2.0% |
| 30D | -4.9% | -15.0% | +10.1% | -6.6% |
| 3M | -6.5% | -39.8% | +33.4% | -11.1% |
| 6M | +6.7% | -60.0% | +66.7% | -2.1% |
| YTD | +33.9% | -48.8% | +82.7% | +27.9% |
| 1Y | +72.2% | -67.3% | +139.5% | +58.4% |
| All | +59.4% | -94.7% | +154.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling