-99.6%
FCEL vs UVXY
-100.0%
+0.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.5% | -9.2% | -6.2% |
| 7D | +15.1% | +2.3% | +12.8% | +15.6% |
| 30D | -16.4% | -15.0% | -1.4% | -19.1% |
| 3M | -5.3% | -39.8% | +34.6% | -12.6% |
| 6M | +124.5% | -60.0% | +184.6% | +95.4% |
| YTD | +126.7% | -48.8% | +175.5% | +113.2% |
| 1Y | +219.9% | -67.3% | +287.2% | +184.5% |
| 3Y | -61.6% | -94.8% | +33.2% | -69.0% |
| 5Y | -90.5% | -99.7% | +9.2% | -94.2% |
| 10Y | -99.1% | -100.0% | +0.9% | -99.6% |
| All | -99.6% | -100.0% | +0.4% | -99.9% |
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