+36.6%
FXI vs UVXY
-94.8%
+131.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | -0.1% |
| 7D | -3.9% | +2.8% | -6.7% | -3.6% |
| 30D | -2.1% | -11.4% | +9.3% | -2.9% |
| 3M | -0.5% | -41.5% | +41.1% | -4.1% |
| 6M | -4.5% | -61.0% | +56.5% | -10.2% |
| YTD | -9.2% | -49.8% | +40.6% | -12.2% |
| 1Y | -13.8% | -66.4% | +52.7% | -18.4% |
| 3Y | +36.6% | -94.8% | +131.3% | +21.8% |
| All | +36.6% | -94.8% | +131.4% | +21.8% |
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