+1,177.4%
FERG vs UVXY
-100.0%
+1,277.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +0.4% |
| 7D | -2.6% | +2.8% | -5.4% | -2.4% |
| 30D | -8.9% | -11.4% | +2.5% | -9.3% |
| 3M | -2.0% | -41.5% | +39.5% | -4.1% |
| 6M | -3.2% | -61.0% | +57.9% | -6.5% |
| YTD | +1.5% | -49.8% | +51.3% | -0.3% |
| 1Y | +0.5% | -66.4% | +66.9% | -2.4% |
| 3Y | +50.4% | -94.8% | +145.2% | +43.8% |
| 5Y | +68.7% | -99.7% | +168.4% | +53.6% |
| 10Y | +351.3% | -100.0% | +451.3% | +294.4% |
| All | +1,177.4% | -100.0% | +1,277.4% | +801.9% |
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