-26.5%
FIS vs UVXY
-94.7%
+68.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.2% |
| 7D | -9.1% | +2.3% | -11.4% | -8.9% |
| 30D | -10.4% | -15.0% | +4.6% | -11.6% |
| 3M | -3.7% | -39.8% | +36.1% | -7.3% |
| 6M | -24.8% | -60.0% | +35.3% | -29.4% |
| YTD | -41.6% | -48.8% | +7.3% | -43.4% |
| 1Y | -42.7% | -67.3% | +24.6% | -46.1% |
| All | -26.5% | -94.7% | +68.2% | -37.2% |
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