+113.0%
FICO vs UVXY
-99.7%
+212.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.1% |
| 3M | -19.7% | -39.8% | +20.1% | -24.4% |
| 6M | -31.8% | -60.0% | +28.3% | -38.2% |
| YTD | -41.8% | -48.8% | +7.0% | -44.8% |
| 1Y | -36.4% | -67.3% | +30.9% | -42.3% |
| 3Y | +9.3% | -94.8% | +104.1% | -8.1% |
| 5Y | +113.0% | -99.7% | +212.7% | +32.9% |
| All | +113.0% | -99.7% | +212.7% | +32.9% |
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 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