+51.8%
FTNT vs UVXY
-70.8%
+122.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.1% | +15.1% | -0.3% |
| 7D | -25.7% | -6.3% | -19.4% | -26.0% |
| 30D | -29.7% | -2.7% | -27.0% | -29.5% |
| 3M | -23.1% | -29.9% | +6.8% | -24.9% |
| 6M | +45.0% | -56.5% | +101.5% | +36.7% |
| YTD | +62.9% | -54.8% | +117.7% | +59.3% |
| 1Y | +51.8% | -70.5% | +122.4% | +37.4% |
| All | +51.8% | -70.8% | +122.6% | +37.4% |
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 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