+617.2%
FDX vs UVXY
-100.0%
+717.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +2.0% |
| 7D | +5.2% | -22.1% | +27.2% | +2.5% |
| 30D | +11.3% | +8.2% | +3.1% | +14.5% |
| 3M | -4.1% | -12.3% | +8.2% | -3.7% |
| 6M | +9.6% | -51.0% | +60.6% | +3.5% |
| YTD | +40.9% | -49.9% | +90.8% | +36.8% |
| 1Y | +53.0% | -67.7% | +120.8% | +41.4% |
| 3Y | +74.1% | -94.1% | +168.2% | +53.3% |
| 5Y | +75.1% | -99.5% | +174.6% | +30.0% |
| 10Y | +156.9% | -100.0% | +256.9% | +37.5% |
| All | +617.2% | -100.0% | +717.2% | +61.0% |
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 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