-83.1%
FRMI vs UVXY
-66.0%
-17.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.8% | +8.8% | +0.3% |
| 7D | +7.4% | +2.8% | +4.6% | +8.3% |
| 30D | -27.6% | -11.4% | -16.3% | -29.5% |
| 3M | -20.9% | -41.5% | +20.6% | -29.2% |
| 6M | -36.6% | -61.0% | +24.4% | -46.7% |
| YTD | -31.3% | -49.8% | +18.6% | -38.6% |
| All | -83.1% | -66.0% | -17.1% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling