+104.5%
FTNT vs UVXY
-70.9%
+175.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -5.8% | -5.0% | -0.9% | -6.3% |
| 30D | -4.8% | -20.5% | +15.8% | -6.7% |
| 3M | +4.4% | -36.6% | +41.0% | +0.6% |
| 6M | +88.8% | -56.9% | +145.7% | +78.3% |
| YTD | +96.8% | -51.2% | +148.0% | +91.1% |
| 1Y | +104.5% | -69.8% | +174.2% | +91.9% |
| All | +104.5% | -70.9% | +175.3% | +91.9% |
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