+218.2%
FCX vs UVXY
-100.0%
+318.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | 0.0% |
| 7D | +3.1% | +2.3% | +0.8% | +3.5% |
| 30D | +8.1% | -15.0% | +23.1% | +5.0% |
| 3M | +18.9% | -39.8% | +58.8% | +9.8% |
| 6M | +26.6% | -60.0% | +86.6% | +11.0% |
| YTD | +51.2% | -48.8% | +100.0% | +41.7% |
| 1Y | +75.6% | -67.3% | +142.8% | +55.1% |
| 3Y | +101.7% | -94.8% | +196.6% | +63.4% |
| 5Y | +134.6% | -99.7% | +234.3% | +40.9% |
| 10Y | +724.2% | -100.0% | +824.1% | +210.5% |
| All | +218.2% | -100.0% | +318.2% | -67.4% |
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 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