-99.7%
UVXY vs USFD
+197.4%
-297.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | -5.4% |
| 7D | +2.3% | -7.0% | +9.3% | -7.8% |
| 30D | -15.0% | -10.3% | -4.7% | -27.5% |
| 3M | -39.8% | +9.2% | -49.0% | -31.5% |
| 6M | -60.0% | +7.4% | -67.5% | -55.7% |
| YTD | -48.8% | +29.4% | -78.2% | -23.5% |
| 1Y | -67.3% | +24.8% | -92.1% | -52.6% |
| 3Y | -94.8% | +150.0% | -244.8% | -69.0% |
| 5Y | -99.7% | +195.5% | -295.2% | -96.2% |
| All | -99.7% | +197.4% | -297.1% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling