+876.3%
FAST vs UVXY
-100.0%
+976.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.5% |
| 7D | +5.0% | -26.5% | +31.5% | +2.2% |
| 30D | +8.6% | +8.8% | -0.3% | +11.0% |
| 3M | +6.9% | -14.7% | +21.6% | +6.9% |
| 6M | +29.6% | -51.5% | +81.0% | +23.3% |
| YTD | +41.4% | -51.7% | +93.1% | +37.2% |
| 1Y | +38.5% | -65.7% | +104.2% | +30.4% |
| 3Y | +98.7% | -94.4% | +193.1% | +76.0% |
| 5Y | +108.0% | -99.5% | +207.6% | +59.2% |
| 10Y | +549.3% | -100.0% | +649.3% | +263.6% |
| All | +876.3% | -100.0% | +976.3% | +154.3% |
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 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