-61.9%
FCEL vs UVXY
-94.8%
+32.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | +0.5% |
| 7D | +6.3% | +2.8% | +3.5% | +7.0% |
| 30D | -26.7% | -11.4% | -15.3% | -28.4% |
| 3M | -10.2% | -41.5% | +31.3% | -17.8% |
| 6M | +123.5% | -61.0% | +184.5% | +94.4% |
| YTD | +117.4% | -49.8% | +167.2% | +103.4% |
| 1Y | +146.0% | -66.4% | +212.4% | +120.7% |
| 3Y | -61.9% | -94.8% | +32.9% | -68.1% |
| All | -61.9% | -94.8% | +32.9% | -68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling