-79.9%
FIG vs UVXY
-75.9%
-4.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.8% | +11.6% | +3.8% |
| 7D | -3.8% | +2.8% | -6.6% | -3.4% |
| 30D | -2.3% | -11.4% | +9.0% | -3.7% |
| 3M | +20.0% | -41.5% | +61.5% | +10.9% |
| 6M | -16.7% | -61.0% | +44.4% | -27.3% |
| YTD | -37.9% | -49.8% | +11.9% | -41.4% |
| 1Y | -58.5% | -66.4% | +7.9% | -63.4% |
| All | -79.9% | -75.9% | -4.0% | -81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling