+292.8%
FISV vs UVXY
-100.0%
+392.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.8% | +12.2% | +4.7% |
| 7D | -2.7% | +2.8% | -5.5% | -2.3% |
| 30D | 0.0% | -11.4% | +11.4% | -1.0% |
| 3M | -2.8% | -41.5% | +38.7% | -7.7% |
| 6M | -11.8% | -61.0% | +49.2% | -18.8% |
| YTD | -23.2% | -49.8% | +26.6% | -26.5% |
| 1Y | -62.0% | -66.4% | +4.5% | -64.6% |
| 3Y | -57.6% | -94.8% | +37.2% | -62.8% |
| 5Y | -53.4% | -99.7% | +46.3% | -66.1% |
| 10Y | +2.9% | -100.0% | +102.9% | -44.3% |
| All | +292.8% | -100.0% | +392.8% | +4.2% |
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 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