+890.0%
FN vs UVXY
-100.0%
+990.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.6% |
| 7D | +3.5% | -4.7% | +8.3% | +2.6% |
| 30D | -26.0% | -17.1% | -8.9% | -28.3% |
| 3M | -33.3% | -39.9% | +6.7% | -38.2% |
| 6M | -14.9% | -66.9% | +51.9% | -27.2% |
| YTD | -8.6% | -50.1% | +41.5% | -13.9% |
| 1Y | +12.3% | -68.3% | +80.6% | +0.3% |
| 3Y | +174.4% | -95.0% | +269.4% | +134.7% |
| 5Y | +296.4% | -99.7% | +396.1% | +159.7% |
| 10Y | +890.0% | -100.0% | +990.0% | +303.8% |
| All | +890.0% | -100.0% | +990.0% | +303.8% |
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