-100.0%
UVXY vs USFR
+27.6%
-127.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.1% | +5.2% |
| 7D | +11.0% | +0.1% | +10.9% | +11.2% |
| 30D | -8.8% | +0.3% | -9.1% | -8.2% |
| 3M | -41.9% | +1.0% | -42.9% | -40.9% |
| 6M | -61.2% | +1.9% | -63.1% | -59.8% |
| YTD | -46.2% | +2.7% | -48.9% | -43.5% |
| 1Y | -65.2% | +4.0% | -69.2% | -62.5% |
| 3Y | -94.6% | +14.1% | -108.6% | -93.1% |
| 5Y | -99.7% | +20.5% | -120.2% | -99.5% |
| 10Y | -100.0% | +28.0% | -128.0% | -100.0% |
| All | -100.0% | +27.6% | -127.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling