-94.8%
UVXY vs FFIV
+155.7%
-250.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.1% | -1.8% |
| 7D | +2.8% | +5.4% | -2.6% | +11.5% |
| 30D | -11.4% | -2.7% | -8.7% | -14.8% |
| 3M | -41.5% | +4.5% | -46.0% | -36.1% |
| 6M | -61.0% | +42.2% | -103.3% | -28.5% |
| YTD | -49.8% | +61.3% | -111.1% | +18.2% |
| 1Y | -66.4% | +23.0% | -89.5% | -52.6% |
| 3Y | -94.8% | +156.3% | -251.0% | -54.8% |
| All | -94.8% | +155.7% | -250.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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