-100.0%
UVXY vs USFR
+28.1%
-128.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.1% | -6.9% | -6.5% |
| 7D | +2.8% | +0.1% | +2.7% | +3.4% |
| 30D | -11.4% | +0.4% | -11.7% | -10.0% |
| 3M | -41.5% | +1.0% | -42.6% | -39.0% |
| 6M | -61.0% | +2.0% | -63.0% | -57.8% |
| YTD | -49.8% | +2.8% | -52.6% | -43.7% |
| 1Y | -66.4% | +4.1% | -70.5% | -59.9% |
| 3Y | -94.8% | +14.1% | -108.9% | -90.9% |
| 5Y | -99.7% | +20.6% | -120.3% | -99.4% |
| All | -100.0% | +28.1% | -128.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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