+106.8%
FAST vs UVXY
-99.7%
+206.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.2% |
| 7D | +1.3% | -4.7% | +6.0% | +0.9% |
| 30D | -4.7% | -17.1% | +12.3% | -6.3% |
| 3M | +7.9% | -39.9% | +47.9% | +3.6% |
| 6M | +7.4% | -66.9% | +74.3% | -1.1% |
| YTD | +25.1% | -50.1% | +75.2% | +20.4% |
| 1Y | +4.7% | -68.3% | +73.0% | -2.3% |
| 3Y | +94.7% | -95.0% | +189.7% | +70.6% |
| 5Y | +106.8% | -99.7% | +206.4% | +45.4% |
| All | +106.8% | -99.7% | +206.4% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling