-94.4%
UVXY vs FDS
-36.6%
-57.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.8% | +11.0% | +1.6% |
| 7D | +11.0% | -16.0% | +27.0% | +0.1% |
| 30D | -8.8% | -6.7% | -2.1% | -12.0% |
| 3M | -41.9% | +6.0% | -47.9% | -40.0% |
| 6M | -61.2% | +25.1% | -86.3% | -52.8% |
| YTD | -46.2% | -8.1% | -38.1% | -56.1% |
| 1Y | -65.2% | -26.0% | -39.2% | -80.5% |
| All | -94.4% | -36.6% | -57.8% | -96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling