+74.1%
FDX vs UVXY
-94.2%
+168.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.9% |
| 7D | +5.2% | -22.1% | +27.2% | +2.7% |
| 30D | +11.3% | +8.2% | +3.1% | +14.2% |
| 3M | -4.1% | -12.3% | +8.2% | -3.8% |
| 6M | +9.6% | -51.0% | +60.6% | +3.8% |
| YTD | +40.9% | -49.9% | +90.8% | +36.7% |
| 1Y | +53.0% | -67.7% | +120.8% | +41.9% |
| 3Y | +74.1% | -94.1% | +168.2% | +42.1% |
| All | +74.1% | -94.2% | +168.3% | +42.1% |
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