-93.2%
FRMI vs UVXY
-70.8%
-22.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -14.1% | +3.6% | -15.8% |
| 7D | -39.7% | -6.3% | -33.4% | -40.8% |
| 30D | -55.2% | -2.7% | -52.5% | -54.6% |
| 3M | -71.2% | -29.9% | -41.2% | -73.8% |
| 6M | -64.1% | -56.5% | -7.6% | -71.9% |
| YTD | -77.2% | -54.8% | -22.4% | -79.5% |
| 1Y | -93.2% | -70.5% | -22.6% | -94.8% |
| All | -93.2% | -70.8% | -22.4% | -94.8% |
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