-100.0%
UVXY vs FCUV
-95.9%
-4.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +5.2% |
| 7D | +11.0% | -72.0% | +83.0% | +10.1% |
| 30D | -8.8% | -8.0% | -0.8% | -8.4% |
| 3M | -41.9% | +66.3% | -108.2% | -39.2% |
| 6M | -61.2% | -75.3% | +14.1% | -60.0% |
| YTD | -46.2% | -83.0% | +36.8% | -44.6% |
| 1Y | -65.2% | -94.7% | +29.4% | -64.5% |
| 3Y | -94.6% | -99.3% | +4.7% | -94.4% |
| 5Y | -99.7% | -99.9% | +0.2% | -99.7% |
| 10Y | -100.0% | -98.6% | -1.4% | -100.0% |
| All | -100.0% | -95.9% | -4.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling