-99.7%
UVXY vs FRSH
-72.5%
-27.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -6.9% | -6.7% |
| 7D | +2.8% | -6.6% | +9.4% | -1.3% |
| 30D | -11.4% | +2.1% | -13.5% | -9.7% |
| 3M | -41.5% | +29.0% | -70.5% | -30.8% |
| 6M | -61.0% | +48.6% | -109.7% | -49.0% |
| YTD | -49.8% | -2.9% | -46.9% | -49.6% |
| 1Y | -66.4% | -7.9% | -58.5% | -66.7% |
| 3Y | -94.8% | -46.5% | -48.3% | -94.9% |
| All | -99.7% | -72.5% | -27.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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