-100.0%
UVXY vs FE
+107.5%
-207.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.1% | -9.2% | -8.9% |
| 7D | +2.3% | -0.4% | +2.7% | +2.0% |
| 30D | +4.0% | +3.6% | +0.4% | +8.6% |
| 3M | -21.6% | +0.3% | -21.9% | -21.5% |
| 6M | -55.1% | +6.4% | -61.5% | -51.3% |
| YTD | -53.7% | +8.1% | -61.9% | -48.7% |
| 1Y | -66.7% | +4.6% | -71.3% | -64.8% |
| 3Y | -94.6% | +49.1% | -143.7% | -90.1% |
| 5Y | -99.6% | +46.1% | -145.7% | -99.1% |
| 10Y | -100.0% | +122.7% | -222.7% | -100.0% |
| All | -100.0% | +107.5% | -207.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling