-100.0%
UVXY vs FDS
+297.9%
-397.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | -5.5% |
| 7D | -4.7% | -5.4% | +0.7% | -13.8% |
| 30D | -17.1% | +1.6% | -18.7% | -14.8% |
| 3M | -39.9% | +17.7% | -57.7% | -25.2% |
| 6M | -66.9% | +29.1% | -95.9% | -53.2% |
| YTD | -50.1% | +1.0% | -51.1% | -60.2% |
| 1Y | -68.3% | -21.6% | -46.7% | -86.4% |
| 3Y | -95.0% | -30.1% | -64.9% | -97.9% |
| 5Y | -99.7% | -20.7% | -78.9% | -99.7% |
| 10Y | -100.0% | +78.3% | -178.3% | -100.0% |
| All | -100.0% | +297.9% | -397.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling