+612.2%
FCX vs UVXY
-100.0%
+712.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.8% | +6.6% | -1.6% |
| 7D | -2.3% | +2.8% | -5.1% | -1.6% |
| 30D | +2.7% | -11.4% | +14.0% | +0.5% |
| 3M | +7.4% | -41.5% | +48.9% | -2.4% |
| 6M | +16.0% | -61.0% | +77.1% | -0.1% |
| YTD | +40.9% | -49.8% | +90.8% | +30.8% |
| 1Y | +56.4% | -66.4% | +122.9% | +37.2% |
| 3Y | +84.2% | -94.8% | +179.0% | +45.4% |
| 5Y | +114.6% | -99.7% | +214.3% | +17.2% |
| All | +612.2% | -100.0% | +712.2% | +123.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling