+92.4%
FOXA vs UVXY
-100.0%
+192.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +7.9% | +0.5% |
| 7D | +0.8% | +2.8% | -2.0% | +1.1% |
| 30D | +5.0% | -11.4% | +16.4% | +3.9% |
| 3M | -3.0% | -41.5% | +38.5% | -8.0% |
| 6M | +14.8% | -61.0% | +75.8% | +5.3% |
| YTD | -8.9% | -49.8% | +40.9% | -13.1% |
| 1Y | +13.3% | -66.4% | +79.8% | +4.7% |
| 3Y | +115.4% | -94.8% | +210.2% | +85.6% |
| 5Y | +95.3% | -99.7% | +195.0% | +34.9% |
| All | +92.4% | -100.0% | +192.3% | +13.1% |
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