-100.0%
UVXY vs USFD
+307.1%
-407.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.0% | -7.6% |
| 7D | +2.8% | -8.4% | +11.2% | -6.9% |
| 30D | -11.4% | -14.1% | +2.7% | -25.7% |
| 3M | -41.5% | +4.5% | -46.0% | -38.4% |
| 6M | -61.0% | +4.4% | -65.4% | -58.9% |
| YTD | -49.8% | +26.6% | -76.4% | -33.5% |
| 1Y | -66.4% | +19.4% | -85.8% | -57.5% |
| 3Y | -94.8% | +144.6% | -239.4% | -79.8% |
| 5Y | -99.7% | +194.5% | -294.2% | -98.0% |
| All | -100.0% | +307.1% | -407.1% | -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