+3.1%
FERG vs UVXY
-70.8%
+73.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -14.1% | +16.8% | +0.5% |
| 7D | +7.7% | -6.3% | +14.0% | +7.0% |
| 30D | +11.5% | -2.7% | +14.2% | +11.7% |
| 3M | -2.4% | -29.9% | +27.6% | -7.3% |
| 6M | -4.0% | -56.5% | +52.5% | -15.4% |
| YTD | +13.4% | -54.8% | +68.2% | +4.9% |
| 1Y | +3.1% | -70.5% | +73.6% | -13.0% |
| All | +3.1% | -70.8% | +73.8% | -13.0% |
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 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