-90.6%
UVXY vs FBTC
+60.2%
-150.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.5% |
| 7D | +2.8% | -3.1% | +5.9% | +0.2% |
| 30D | -11.4% | +22.0% | -33.4% | +5.9% |
| 3M | -41.5% | +21.6% | -63.1% | -29.3% |
| 6M | -61.0% | +9.2% | -70.3% | -55.4% |
| YTD | -49.8% | -11.8% | -38.1% | -49.6% |
| 1Y | -66.4% | -32.7% | -33.8% | -72.3% |
| All | -90.6% | +60.2% | -150.7% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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