+1,756.8%
FN vs UVXY
-100.0%
+1,856.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.9% |
| 7D | -4.1% | -3.3% | -0.7% | -1.8% |
| 30D | -28.3% | +12.0% | -40.3% | -24.2% |
| 3M | -33.9% | -15.5% | -18.4% | -32.8% |
| 6M | -43.9% | -49.4% | +5.5% | -46.5% |
| YTD | -23.4% | -49.1% | +25.7% | -24.0% |
| 1Y | -25.4% | -63.7% | +38.3% | -28.9% |
| 3Y | +107.9% | -94.1% | +202.0% | +90.8% |
| 5Y | +195.1% | -99.6% | +294.6% | +120.8% |
| 10Y | +794.1% | -100.0% | +894.1% | +359.3% |
| All | +1,756.8% | -100.0% | +1,856.8% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling