+3,300.1%
FICO vs UVXY
-100.0%
+3,400.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.1% | +8.8% | -1.4% |
| 7D | +4.0% | +2.3% | +1.6% | +5.6% |
| 30D | -1.5% | +4.0% | -5.5% | +0.5% |
| 3M | -29.8% | -21.6% | -8.2% | -30.8% |
| 6M | -33.3% | -55.1% | +21.8% | -38.7% |
| YTD | -56.9% | -53.7% | -3.1% | -59.2% |
| 1Y | -59.5% | -66.7% | +7.3% | -63.1% |
| 3Y | -26.9% | -94.6% | +67.8% | -38.1% |
| 5Y | +92.9% | -99.6% | +192.5% | +34.2% |
| 10Y | +539.5% | -100.0% | +639.5% | +208.1% |
| All | +3,300.1% | -100.0% | +3,400.1% | +428.5% |
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