+62.8%
FDX vs UVXY
-99.7%
+162.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.8% | -0.8% |
| 7D | -3.3% | +2.8% | -6.1% | -2.9% |
| 30D | -4.5% | -11.4% | +6.8% | -5.8% |
| 3M | -7.3% | -41.5% | +34.2% | -12.6% |
| 6M | +7.5% | -61.0% | +68.6% | -2.1% |
| YTD | +35.1% | -49.8% | +84.9% | +28.5% |
| 1Y | +71.4% | -66.4% | +137.9% | +57.5% |
| 3Y | +60.8% | -94.8% | +155.6% | +37.3% |
| All | +62.8% | -99.7% | +162.4% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling