-66.4%
UVXY vs FDS
-27.2%
-39.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.6% | -6.9% |
| 7D | +2.8% | -14.0% | +16.8% | +1.4% |
| 30D | -11.4% | -6.2% | -5.1% | -12.0% |
| 3M | -41.5% | +10.2% | -51.7% | -40.9% |
| 6M | -61.0% | +27.4% | -88.5% | -58.3% |
| YTD | -49.8% | -9.3% | -40.6% | -53.3% |
| 1Y | -66.4% | -28.6% | -37.8% | -68.5% |
| All | -66.4% | -27.2% | -39.2% | -68.5% |
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