-70.5%
UVXY vs FCUV
-98.1%
+27.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -7.5% | -6.6% | -14.2% |
| 7D | -6.3% | -8.6% | +2.3% | -6.3% |
| 30D | -2.7% | -25.9% | +23.2% | -2.9% |
| 3M | -29.9% | -69.8% | +39.9% | -30.2% |
| 6M | -56.5% | -31.6% | -24.9% | -56.0% |
| YTD | -54.8% | -90.1% | +35.3% | -56.2% |
| 1Y | -70.5% | -98.0% | +27.5% | -74.7% |
| All | -70.5% | -98.1% | +27.6% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling