-51.4%
FPS vs UVXY
-49.9%
-1.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | +1.8% |
| 7D | +13.6% | -22.1% | +35.6% | +3.5% |
| 30D | -32.4% | +8.2% | -40.5% | -20.8% |
| 3M | -41.1% | -12.3% | -28.8% | -38.2% |
| 6M | -51.4% | -51.0% | -0.4% | -65.1% |
| All | -51.4% | -49.9% | -1.5% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling