+1,642.8%
FN vs UVXY
-100.0%
+1,742.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.2% | +13.9% | +11.3% |
| 7D | 0.0% | +19.4% | -19.4% | +5.2% |
| 30D | -34.3% | +42.6% | -76.9% | -28.3% |
| 3M | -39.9% | +7.1% | -46.9% | -37.0% |
| 6M | -51.8% | -36.5% | -15.3% | -52.7% |
| YTD | -28.1% | -35.8% | +7.6% | -26.5% |
| 1Y | -29.1% | -58.4% | +29.3% | -31.2% |
| 3Y | +102.4% | -92.9% | +195.3% | +90.5% |
| 5Y | +171.7% | -99.4% | +271.1% | +111.2% |
| 10Y | +773.5% | -100.0% | +873.5% | +345.4% |
| All | +1,642.8% | -100.0% | +1,742.8% | +140.5% |
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