-100.0%
UVXY vs FDS
+64.8%
-164.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -8.6% |
| 7D | +2.8% | -14.0% | +16.8% | -17.1% |
| 30D | -11.4% | -6.2% | -5.1% | -18.7% |
| 3M | -41.5% | +10.2% | -51.7% | -34.5% |
| 6M | -61.0% | +27.4% | -88.5% | -45.8% |
| YTD | -49.8% | -9.3% | -40.6% | -63.0% |
| 1Y | -66.4% | -28.6% | -37.8% | -84.8% |
| 3Y | -94.8% | -36.8% | -57.9% | -97.6% |
| 5Y | -99.7% | -28.6% | -71.1% | -99.8% |
| All | -100.0% | +64.8% | -164.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling