-100.0%
UVXY vs FFIV
+455.0%
-555.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | 0.0% |
| 7D | -5.0% | -1.0% | -4.0% | -6.3% |
| 30D | -20.5% | -5.1% | -15.5% | -27.1% |
| 3M | -36.6% | -4.5% | -32.1% | -39.8% |
| 6M | -56.9% | +36.5% | -93.4% | -25.1% |
| YTD | -51.2% | +53.0% | -104.2% | +5.8% |
| 1Y | -69.8% | +24.2% | -94.0% | -52.5% |
| 3Y | -95.1% | +137.2% | -232.3% | -63.9% |
| 5Y | -99.7% | +91.8% | -191.4% | -97.5% |
| 10Y | -100.0% | +215.2% | -315.2% | -100.0% |
| All | -100.0% | +455.0% | -555.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling