+524.8%
FAST vs UVXY
-100.0%
+624.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +1.0% |
| 7D | -0.4% | +11.0% | -11.5% | +0.6% |
| 30D | -6.4% | -8.8% | +2.3% | -7.2% |
| 3M | +7.1% | -41.9% | +49.0% | +1.8% |
| 6M | +7.0% | -61.2% | +68.2% | -1.3% |
| YTD | +24.1% | -46.2% | +70.3% | +19.8% |
| 1Y | +4.4% | -65.2% | +69.6% | -2.6% |
| 3Y | +93.2% | -94.6% | +187.8% | +68.7% |
| 5Y | +106.4% | -99.7% | +206.0% | +47.6% |
| All | +524.8% | -100.0% | +624.8% | +242.3% |
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