-64.8%
FIS vs UVXY
-99.6%
+34.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.2% | -4.0% | +1.7% |
| 7D | -8.9% | +11.0% | -19.9% | -7.8% |
| 30D | -9.9% | -8.8% | -1.1% | -10.7% |
| 3M | 0.0% | -41.9% | +41.9% | -5.2% |
| 6M | -22.9% | -61.2% | +38.3% | -29.3% |
| YTD | -40.9% | -46.2% | +5.3% | -43.0% |
| 1Y | -40.4% | -65.2% | +24.8% | -44.6% |
| 3Y | -25.4% | -94.6% | +69.2% | -36.1% |
| 5Y | -64.8% | -99.7% | +34.8% | -76.9% |
| All | -64.8% | -99.6% | +34.8% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling