+693.0%
FN vs UVXY
-100.0%
+793.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.7% | -11.0% | -6.6% |
| 7D | +0.3% | -22.1% | +22.3% | -3.3% |
| 30D | -16.5% | +8.2% | -24.7% | -11.4% |
| 3M | -42.1% | -12.3% | -29.8% | -40.6% |
| 6M | -52.9% | -51.0% | -1.9% | -55.6% |
| YTD | -28.0% | -49.9% | +22.0% | -28.8% |
| 1Y | -18.5% | -67.7% | +49.2% | -24.6% |
| 3Y | +93.9% | -94.1% | +188.0% | +75.0% |
| 5Y | +170.5% | -99.5% | +270.0% | +94.9% |
| All | +693.0% | -100.0% | +793.0% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling