-100.0%
UVXY vs USFD
+329.0%
-429.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.3% |
| 7D | -5.0% | -3.0% | -2.0% | -8.5% |
| 30D | -20.5% | +3.5% | -24.1% | -17.4% |
| 3M | -36.6% | +26.6% | -63.1% | -17.0% |
| 6M | -56.9% | +11.7% | -68.6% | -50.6% |
| YTD | -51.2% | +38.1% | -89.3% | -28.6% |
| 1Y | -69.8% | +33.4% | -103.2% | -56.4% |
| 3Y | -95.1% | +155.8% | -250.9% | -79.9% |
| 5Y | -99.7% | +214.0% | -313.7% | -97.6% |
| 10Y | -100.0% | +320.4% | -420.4% | -100.0% |
| All | -100.0% | +329.0% | -429.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling