-99.6%
UVXY vs FE
+46.1%
-145.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.1% | -9.2% | -9.0% |
| 7D | +2.3% | -0.4% | +2.7% | +2.1% |
| 30D | +4.0% | +3.6% | +0.4% | +7.3% |
| 3M | -21.6% | +0.3% | -21.9% | -21.5% |
| 6M | -55.1% | +6.4% | -61.5% | -52.2% |
| YTD | -53.7% | +8.1% | -61.9% | -49.7% |
| 1Y | -66.7% | +4.6% | -71.3% | -65.2% |
| 3Y | -94.6% | +49.1% | -143.7% | -90.8% |
| All | -99.6% | +46.1% | -145.7% | -98.8% |
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