-95.0%
UVXY vs FE
+48.5%
-143.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +1.9% |
| 7D | -4.7% | +0.6% | -5.4% | -4.4% |
| 30D | -17.1% | -2.1% | -14.9% | -17.9% |
| 3M | -39.9% | +2.6% | -42.6% | -39.0% |
| 6M | -66.9% | -6.8% | -60.1% | -68.0% |
| YTD | -50.1% | +6.9% | -57.0% | -48.0% |
| 1Y | -68.3% | +11.6% | -79.9% | -66.0% |
| 3Y | -95.0% | +47.7% | -142.7% | -93.2% |
| All | -95.0% | +48.5% | -143.4% | -93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling