-55.8%
FIG vs UVXY
-70.9%
+15.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.2% |
| 7D | -16.3% | -5.0% | -11.3% | -17.0% |
| 30D | -14.3% | -20.5% | +6.2% | -17.5% |
| 3M | +7.2% | -36.6% | +43.7% | -0.4% |
| 6M | -18.6% | -56.9% | +38.3% | -28.2% |
| YTD | -35.5% | -51.2% | +15.8% | -39.3% |
| 1Y | -55.8% | -69.8% | +14.0% | -59.9% |
| All | -55.8% | -70.9% | +15.1% | -59.9% |
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 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