+4,676.0%
FTNT vs UVXY
-100.0%
+4,776.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.1% | +1.7% |
| 7D | +1.6% | +11.0% | -9.4% | +3.1% |
| 30D | -1.9% | -8.8% | +6.9% | -3.0% |
| 3M | +14.4% | -41.9% | +56.3% | +7.0% |
| 6M | +88.7% | -61.2% | +149.8% | +69.2% |
| YTD | +100.0% | -46.2% | +146.2% | +90.4% |
| 1Y | +99.9% | -65.2% | +165.1% | +82.2% |
| 3Y | +147.9% | -94.6% | +242.5% | +110.3% |
| 5Y | +155.8% | -99.7% | +255.5% | +75.2% |
| 10Y | +2,121.1% | -100.0% | +2,221.1% | +973.0% |
| All | +4,676.0% | -100.0% | +4,776.0% | +979.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling