+289.3%
FN vs UVXY
-99.7%
+389.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.3% |
| 7D | -1.7% | -5.0% | +3.3% | -2.6% |
| 30D | -22.0% | -20.5% | -1.5% | -25.4% |
| 3M | -43.0% | -36.6% | -6.4% | -47.0% |
| 6M | -27.7% | -56.9% | +29.2% | -35.6% |
| YTD | -10.5% | -51.2% | +40.7% | -17.0% |
| 1Y | +12.5% | -69.8% | +82.3% | -2.0% |
| 3Y | +153.8% | -95.1% | +248.9% | +113.6% |
| All | +289.3% | -99.7% | +389.0% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling