-80.3%
FIG vs UVXY
-76.0%
-4.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -5.4% |
| 7D | -16.4% | -4.7% | -11.6% | -16.9% |
| 30D | -2.3% | -17.1% | +14.7% | -4.7% |
| 3M | +7.8% | -39.9% | +47.8% | +0.3% |
| 6M | -21.8% | -66.9% | +45.0% | -33.6% |
| YTD | -39.1% | -50.1% | +11.0% | -42.6% |
| 1Y | -56.6% | -68.3% | +11.7% | -61.5% |
| All | -80.3% | -76.0% | -4.3% | -81.8% |
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