+716.8%
FITB vs UVXY
-100.0%
+816.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.2% |
| 7D | -0.4% | +2.3% | -2.7% | 0.0% |
| 30D | -5.1% | -15.0% | +9.9% | -7.3% |
| 3M | +3.5% | -39.8% | +43.4% | -3.0% |
| 6M | +17.2% | -60.0% | +77.3% | +5.2% |
| YTD | +17.6% | -48.8% | +66.5% | +11.1% |
| 1Y | +23.4% | -67.3% | +90.7% | +11.3% |
| 3Y | +129.7% | -94.8% | +224.6% | +92.6% |
| 5Y | +68.4% | -99.7% | +168.1% | +12.1% |
| 10Y | +285.6% | -100.0% | +385.6% | +75.8% |
| All | +716.8% | -100.0% | +816.8% | +30.4% |
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