-100.0%
UVXY vs USFD
+359.9%
-459.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.9% |
| 7D | -22.1% | +1.7% | -23.7% | -19.8% |
| 30D | +8.2% | +10.2% | -2.0% | +24.1% |
| 3M | -12.3% | -1.5% | -10.8% | -11.5% |
| 6M | -51.0% | +27.3% | -78.3% | -33.7% |
| YTD | -49.9% | +44.0% | -93.9% | -21.1% |
| 1Y | -67.7% | +50.4% | -118.1% | -45.7% |
| 3Y | -94.1% | +153.6% | -247.7% | -76.3% |
| 5Y | -99.5% | +219.0% | -318.5% | -96.5% |
| All | -100.0% | +359.9% | -459.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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