+610.9%
FDX vs UVXY
-100.0%
+710.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.5% |
| 7D | -2.5% | -5.0% | +2.5% | -3.1% |
| 30D | +3.8% | -20.5% | +24.3% | +1.0% |
| 3M | -1.3% | -36.6% | +35.3% | -5.8% |
| 6M | +5.0% | -56.9% | +61.9% | -2.6% |
| YTD | +39.6% | -51.2% | +90.9% | +32.4% |
| 1Y | +81.1% | -69.8% | +150.9% | +64.3% |
| 3Y | +63.0% | -95.1% | +158.1% | +39.7% |
| 5Y | +65.6% | -99.7% | +165.3% | +16.3% |
| 10Y | +183.4% | -100.0% | +283.4% | +46.9% |
| All | +610.9% | -100.0% | +710.9% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling