+34.1%
FITB vs UVXY
-70.8%
+104.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.1% | +15.6% | -0.2% |
| 7D | +2.3% | -6.3% | +8.6% | +1.9% |
| 30D | +7.7% | -2.7% | +10.4% | +7.9% |
| 3M | -4.5% | -29.9% | +25.4% | -8.0% |
| 6M | +12.5% | -56.5% | +69.0% | +2.6% |
| YTD | +19.8% | -54.8% | +74.6% | +12.0% |
| 1Y | +34.1% | -70.5% | +104.7% | +19.0% |
| All | +34.1% | -70.8% | +104.9% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling