+65.7%
FXI vs UVXY
-100.0%
+165.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.7% | 0.0% |
| 7D | -2.8% | +11.0% | -13.8% | -1.6% |
| 30D | -3.7% | -8.8% | +5.1% | -4.5% |
| 3M | -0.4% | -41.9% | +41.5% | -5.6% |
| 6M | -5.4% | -61.2% | +55.8% | -13.3% |
| YTD | -9.6% | -46.2% | +36.6% | -13.0% |
| 1Y | -11.9% | -65.2% | +53.3% | -18.2% |
| 3Y | +37.8% | -94.6% | +132.4% | +19.7% |
| 5Y | -7.0% | -99.7% | +92.6% | -33.7% |
| 10Y | +14.3% | -100.0% | +114.3% | -43.3% |
| All | +65.7% | -100.0% | +165.7% | -69.1% |
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