+50.4%
FERG vs UVXY
-94.8%
+145.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | -0.1% |
| 7D | -2.6% | +2.8% | -5.4% | -2.2% |
| 30D | -8.9% | -11.4% | +2.5% | -10.1% |
| 3M | -2.0% | -41.5% | +39.5% | -7.6% |
| 6M | -3.2% | -61.0% | +57.9% | -11.8% |
| YTD | +1.5% | -49.8% | +51.3% | -3.4% |
| 1Y | +0.5% | -66.4% | +66.9% | -7.4% |
| 3Y | +50.4% | -94.8% | +145.2% | +35.3% |
| All | +50.4% | -94.8% | +145.2% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling