+2,072.5%
FTNT vs UVXY
-100.0%
+2,172.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -2.8% |
| 7D | -0.1% | +2.8% | -2.9% | +0.3% |
| 30D | -3.0% | -11.4% | +8.4% | -4.6% |
| 3M | +7.6% | -41.5% | +49.1% | -0.1% |
| 6M | +87.0% | -61.0% | +148.0% | +65.6% |
| YTD | +96.5% | -49.8% | +146.4% | +84.0% |
| 1Y | +92.9% | -66.4% | +159.4% | +72.9% |
| 3Y | +139.8% | -94.8% | +234.6% | +97.0% |
| 5Y | +151.3% | -99.7% | +251.0% | +58.8% |
| All | +2,072.5% | -100.0% | +2,172.5% | +941.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling