+115.4%
FOXA vs UVXY
-94.8%
+210.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +7.9% | +0.7% |
| 7D | +0.8% | +2.8% | -2.0% | +1.0% |
| 30D | +5.0% | -11.4% | +16.4% | +4.2% |
| 3M | -3.0% | -41.5% | +38.5% | -6.5% |
| 6M | +14.8% | -61.0% | +75.8% | +7.9% |
| YTD | -8.9% | -49.8% | +40.9% | -11.7% |
| 1Y | +13.3% | -66.4% | +79.8% | +7.2% |
| 3Y | +115.4% | -94.8% | +210.2% | +86.3% |
| All | +115.4% | -94.8% | +210.2% | +86.3% |
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 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