-100.0%
UVXY vs FND
+56.5%
-156.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -5.8% |
| 7D | +2.8% | -5.8% | +8.5% | -2.7% |
| 30D | -11.4% | -20.2% | +8.8% | -28.3% |
| 3M | -41.5% | -12.0% | -29.6% | -47.3% |
| 6M | -61.0% | -18.5% | -42.5% | -65.4% |
| YTD | -49.8% | -22.3% | -27.6% | -56.2% |
| 1Y | -66.4% | -47.6% | -18.8% | -79.7% |
| 3Y | -94.8% | -49.8% | -45.0% | -95.6% |
| 5Y | -99.7% | -63.0% | -36.7% | -99.7% |
| All | -100.0% | +56.5% | -156.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling