+174.4%
FN vs UVXY
-95.1%
+269.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.7% |
| 7D | +3.5% | -4.7% | +8.3% | +2.4% |
| 30D | -26.0% | -17.1% | -8.9% | -29.0% |
| 3M | -33.3% | -39.9% | +6.7% | -39.8% |
| 6M | -14.9% | -66.9% | +51.9% | -30.7% |
| YTD | -8.6% | -50.1% | +41.5% | -16.0% |
| 1Y | +12.3% | -68.3% | +80.6% | -3.6% |
| 3Y | +174.4% | -95.0% | +269.4% | +129.5% |
| All | +174.4% | -95.1% | +269.5% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling