+665.4%
FICO vs UVXY
-100.0%
+765.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +5.7% |
| 7D | -10.6% | +2.3% | -12.9% | -10.3% |
| 30D | -6.3% | -15.0% | +8.7% | -8.4% |
| 3M | -19.7% | -39.8% | +20.1% | -25.2% |
| 6M | -31.8% | -60.0% | +28.3% | -39.2% |
| YTD | -41.8% | -48.8% | +7.0% | -45.4% |
| 1Y | -36.4% | -67.3% | +30.9% | -43.3% |
| 3Y | +9.3% | -94.8% | +104.1% | -10.3% |
| 5Y | +113.0% | -99.7% | +212.7% | +33.6% |
| 10Y | +665.4% | -100.0% | +765.4% | +221.2% |
| All | +665.4% | -100.0% | +765.4% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling