+767.3%
FAST vs UVXY
-100.0%
+867.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -0.4% | -5.0% | +4.6% | -0.8% |
| 30D | -0.8% | -20.5% | +19.8% | -3.0% |
| 3M | +5.8% | -36.6% | +42.3% | +1.7% |
| 6M | +8.0% | -56.9% | +64.9% | +1.3% |
| YTD | +25.6% | -51.2% | +76.8% | +20.2% |
| 1Y | +0.8% | -69.8% | +70.6% | -7.1% |
| 3Y | +86.1% | -95.1% | +181.2% | +62.0% |
| 5Y | +100.2% | -99.7% | +199.9% | +47.1% |
| 10Y | +494.2% | -100.0% | +594.2% | +225.7% |
| All | +767.3% | -100.0% | +867.3% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling