+88.0%
FICO vs UVXY
-99.6%
+187.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.9% |
| 7D | +0.9% | -3.3% | +4.2% | +1.5% |
| 30D | +9.4% | +12.0% | -2.6% | +12.4% |
| 3M | -30.4% | -15.5% | -14.9% | -30.8% |
| 6M | -35.1% | -49.4% | +14.3% | -39.3% |
| YTD | -56.8% | -49.1% | -7.7% | -58.4% |
| 1Y | -58.4% | -63.7% | +5.3% | -61.5% |
| 3Y | -26.7% | -94.1% | +67.4% | -37.4% |
| 5Y | +88.0% | -99.6% | +187.6% | +22.8% |
| All | +88.0% | -99.6% | +187.6% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling