-69.8%
UVXY vs FCUV
-81.1%
+11.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.7% | +14.4% | +0.6% |
| 7D | -5.0% | +62.8% | -67.8% | -4.6% |
| 30D | -20.5% | +66.5% | -87.0% | -20.1% |
| 3M | -36.6% | +459.9% | -496.5% | -34.5% |
| 6M | -56.9% | -12.4% | -44.5% | -57.9% |
| YTD | -51.2% | -47.5% | -3.7% | -53.4% |
| 1Y | -69.8% | -80.5% | +10.7% | -69.8% |
| All | -69.8% | -81.1% | +11.3% | -69.8% |
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