-25.7%
FN vs UVXY
-70.8%
+45.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -14.1% | +8.1% | -11.0% |
| 7D | -7.0% | -6.3% | -0.7% | -8.4% |
| 30D | -24.7% | -2.7% | -22.0% | -23.8% |
| 3M | -35.7% | -29.9% | -5.7% | -41.8% |
| 6M | -52.4% | -56.5% | +4.1% | -62.6% |
| YTD | -25.0% | -54.8% | +29.8% | -33.7% |
| 1Y | -25.7% | -70.5% | +44.9% | -47.2% |
| All | -25.7% | -70.8% | +45.1% | -47.2% |
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 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