+181.9%
FANG vs UVXY
-100.0%
+281.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.3% |
| 7D | +2.9% | +2.8% | +0.1% | +3.4% |
| 30D | +2.6% | -11.4% | +14.0% | +0.7% |
| 3M | +7.6% | -41.5% | +49.1% | -1.3% |
| 6M | +17.3% | -61.0% | +78.4% | +1.5% |
| YTD | +38.7% | -49.8% | +88.5% | +27.3% |
| 1Y | +51.6% | -66.4% | +118.1% | +32.0% |
| 3Y | +50.0% | -94.8% | +144.7% | +16.7% |
| 5Y | +237.6% | -99.7% | +337.3% | +83.5% |
| All | +181.9% | -100.0% | +281.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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