-100.0%
UVXY vs FND
+54.9%
-154.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +3.7% |
| 7D | +11.0% | -5.1% | +16.1% | +5.8% |
| 30D | -8.8% | -22.5% | +13.8% | -28.4% |
| 3M | -41.9% | -5.0% | -36.9% | -43.2% |
| 6M | -61.2% | -21.5% | -39.7% | -66.9% |
| YTD | -46.2% | -23.0% | -23.2% | -53.5% |
| 1Y | -65.2% | -44.9% | -20.3% | -77.8% |
| 3Y | -94.6% | -50.0% | -44.6% | -95.4% |
| 5Y | -99.7% | -63.3% | -36.3% | -99.7% |
| All | -100.0% | +54.9% | -154.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling