+90.1%
FOXA vs UVXY
-100.0%
+190.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.2% | -3.1% | +2.6% |
| 7D | -3.7% | +11.0% | -14.8% | -2.7% |
| 30D | +5.4% | -8.8% | +14.1% | +4.5% |
| 3M | -3.7% | -41.9% | +38.2% | -8.7% |
| 6M | +12.6% | -61.2% | +73.8% | +3.2% |
| YTD | -10.0% | -46.2% | +36.2% | -13.5% |
| 1Y | +15.0% | -65.2% | +80.2% | +6.6% |
| 3Y | +115.1% | -94.6% | +209.7% | +85.9% |
| 5Y | +93.0% | -99.7% | +192.7% | +34.3% |
| All | +90.1% | -100.0% | +190.1% | +12.6% |
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