+4,249.0%
FICO vs UVXY
-100.0%
+4,349.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.7% | -17.4% | -16.6% |
| 7D | -19.2% | -5.0% | -14.2% | -19.7% |
| 30D | -14.6% | -20.5% | +5.9% | -17.1% |
| 3M | -20.1% | -36.6% | +16.5% | -24.4% |
| 6M | -36.3% | -56.9% | +20.6% | -41.8% |
| YTD | -44.9% | -51.2% | +6.4% | -48.2% |
| 1Y | -38.6% | -69.8% | +31.2% | -45.3% |
| 3Y | +4.0% | -95.1% | +99.0% | -13.1% |
| 5Y | +99.5% | -99.7% | +199.2% | +33.8% |
| 10Y | +604.7% | -100.0% | +704.7% | +233.4% |
| All | +4,249.0% | -100.0% | +4,349.0% | +569.9% |
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