+59.6%
FCX vs UVXY
-70.9%
+130.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.4% |
| 7D | -4.9% | -5.0% | +0.1% | -6.0% |
| 30D | +4.8% | -20.5% | +25.3% | -0.6% |
| 3M | +4.6% | -36.6% | +41.2% | -4.1% |
| 6M | +10.8% | -56.9% | +67.7% | -3.8% |
| YTD | +44.2% | -51.2% | +95.4% | +29.1% |
| 1Y | +59.6% | -69.8% | +129.3% | +36.4% |
| All | +59.6% | -70.9% | +130.4% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling