+0.5%
FERG vs UVXY
-66.8%
+67.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | -0.3% |
| 7D | -2.6% | +2.8% | -5.4% | -2.1% |
| 30D | -8.9% | -11.4% | +2.5% | -10.4% |
| 3M | -2.0% | -41.5% | +39.5% | -9.1% |
| 6M | -3.2% | -61.0% | +57.9% | -14.4% |
| YTD | +1.5% | -49.8% | +51.3% | -5.2% |
| 1Y | +0.5% | -66.4% | +66.9% | -10.6% |
| All | +0.5% | -66.8% | +67.3% | -10.6% |
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