+0.7%
FPS vs UVXY
-51.5%
+52.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.2% | -10.9% | -3.5% |
| 7D | -4.6% | +11.0% | -15.6% | +0.1% |
| 30D | -22.6% | -8.8% | -13.8% | -25.2% |
| 3M | -45.1% | -41.9% | -3.2% | -55.2% |
| 6M | -17.8% | -61.2% | +43.3% | -38.0% |
| All | +0.7% | -51.5% | +52.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling