-22.6%
FPS vs UVXY
-59.2%
+36.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -14.1% | -3.2% | -23.5% |
| 7D | -23.3% | -6.3% | -17.0% | -25.1% |
| 30D | -42.4% | -2.7% | -39.7% | -41.4% |
| 3M | -43.0% | -29.9% | -13.1% | -49.2% |
| 6M | -44.5% | -56.5% | +12.0% | -57.5% |
| All | -22.6% | -59.2% | +36.6% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling