-58.7%
FICO vs UVXY
-66.3%
+7.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.5% |
| 7D | +1.4% | -26.5% | +27.9% | +0.7% |
| 30D | -0.8% | +8.8% | -9.6% | -0.1% |
| 3M | -31.3% | -14.7% | -16.6% | -31.7% |
| 6M | -33.9% | -51.5% | +17.5% | -37.0% |
| YTD | -57.6% | -51.7% | -5.9% | -57.8% |
| All | -58.7% | -66.3% | +7.6% | -60.4% |
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