-100.0%
UVXY vs FE
+106.5%
-206.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | -0.1% |
| 7D | -5.0% | +1.9% | -6.9% | -2.4% |
| 30D | -20.5% | -1.2% | -19.4% | -21.9% |
| 3M | -36.6% | +3.5% | -40.1% | -33.9% |
| 6M | -56.9% | -6.1% | -50.9% | -60.4% |
| YTD | -51.2% | +7.6% | -58.8% | -46.1% |
| 1Y | -69.8% | +11.9% | -81.7% | -64.5% |
| 3Y | -95.1% | +48.4% | -143.5% | -90.8% |
| 5Y | -99.7% | +44.8% | -144.5% | -99.3% |
| 10Y | -100.0% | +115.9% | -215.9% | -100.0% |
| All | -100.0% | +106.5% | -206.5% | -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