+548.6%
FAST vs UVXY
-100.0%
+648.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.1% | +10.3% | +0.3% |
| 7D | +4.3% | +2.3% | +1.9% | +5.6% |
| 30D | +8.3% | +4.0% | +4.3% | +10.3% |
| 3M | +6.5% | -21.6% | +28.0% | +5.5% |
| 6M | +29.5% | -55.1% | +84.6% | +22.0% |
| YTD | +41.3% | -53.7% | +95.0% | +36.3% |
| 1Y | +37.4% | -66.7% | +104.1% | +28.6% |
| 3Y | +98.5% | -94.6% | +193.2% | +73.8% |
| 5Y | +111.1% | -99.6% | +210.7% | +56.2% |
| 10Y | +548.6% | -100.0% | +648.6% | +279.8% |
| All | +548.6% | -100.0% | +648.6% | +279.8% |
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