-94.8%
UVXY vs FCUV
-99.2%
+4.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.0% | -6.7% |
| 7D | +2.8% | -66.5% | +69.3% | +1.3% |
| 30D | -11.4% | +5.0% | -16.3% | -10.2% |
| 3M | -41.5% | +63.8% | -105.3% | -36.5% |
| 6M | -61.0% | -67.8% | +6.8% | -61.4% |
| YTD | -49.8% | -82.4% | +32.6% | -51.9% |
| 1Y | -66.4% | -94.7% | +28.3% | -70.2% |
| 3Y | -94.8% | -99.3% | +4.5% | -94.8% |
| All | -94.8% | -99.2% | +4.5% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling