-99.7%
UVXY vs FDS
-28.1%
-71.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.8% | +11.0% | -0.3% |
| 7D | +11.0% | -16.0% | +27.0% | -5.2% |
| 30D | -8.8% | -6.7% | -2.1% | -13.8% |
| 3M | -41.9% | +6.0% | -47.9% | -39.4% |
| 6M | -61.2% | +25.1% | -86.3% | -50.5% |
| YTD | -46.2% | -8.1% | -38.1% | -56.8% |
| 1Y | -65.2% | -26.0% | -39.2% | -80.9% |
| 3Y | -94.6% | -36.4% | -58.2% | -97.1% |
| 5Y | -99.7% | -27.7% | -71.9% | -99.8% |
| All | -99.7% | -28.1% | -71.6% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling