-100.0%
UVXY vs FE
+114.8%
-214.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.3% |
| 7D | +11.0% | -1.7% | +12.7% | +8.9% |
| 30D | -8.8% | -1.3% | -7.5% | -10.1% |
| 3M | -41.9% | +0.6% | -42.5% | -41.5% |
| 6M | -61.2% | -6.8% | -54.3% | -64.1% |
| YTD | -46.2% | +6.4% | -52.6% | -42.0% |
| 1Y | -65.2% | +11.3% | -76.5% | -60.2% |
| 3Y | -94.6% | +47.1% | -141.6% | -90.8% |
| 5Y | -99.7% | +50.4% | -150.1% | -99.3% |
| All | -100.0% | +114.8% | -214.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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