-99.7%
UVXY vs FE
+46.0%
-145.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.0% |
| 7D | +2.3% | -0.2% | +2.5% | +2.2% |
| 30D | -15.0% | -1.2% | -13.8% | -16.0% |
| 3M | -39.8% | +1.7% | -41.5% | -38.7% |
| 6M | -60.0% | -7.5% | -52.6% | -63.0% |
| YTD | -48.8% | +6.3% | -55.2% | -45.1% |
| 1Y | -67.3% | +10.9% | -78.1% | -63.0% |
| 3Y | -94.8% | +46.9% | -141.8% | -91.2% |
| 5Y | -99.7% | +47.6% | -147.3% | -99.3% |
| All | -99.7% | +46.0% | -145.7% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling