-94.6%
UVXY vs USFD
+159.3%
-253.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.1% | -9.0% | -9.2% |
| 7D | +2.3% | -0.2% | +2.5% | +4.6% |
| 30D | +4.0% | +12.3% | -8.3% | +26.7% |
| 3M | -21.6% | -0.7% | -20.9% | -20.9% |
| 6M | -55.1% | +31.3% | -86.3% | -29.8% |
| YTD | -53.7% | +45.7% | -99.5% | -6.4% |
| 1Y | -66.7% | +52.1% | -118.9% | -23.9% |
| All | -94.6% | +159.3% | -253.9% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling