-70.5%
UVXY vs FDS
+31.1%
-101.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +2.9% | -17.0% | -14.1% |
| 7D | -6.3% | +9.4% | -15.7% | -6.3% |
| 30D | -2.7% | +23.8% | -26.5% | -2.4% |
| 3M | -29.9% | +25.1% | -55.1% | -29.9% |
| 6M | -56.5% | +53.8% | -110.3% | -55.3% |
| YTD | -54.8% | +19.6% | -74.4% | -57.5% |
| 1Y | -70.5% | +31.6% | -102.2% | -73.3% |
| All | -70.5% | +31.1% | -101.7% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling