-70.5%
UVXY vs FGI
+38.7%
-109.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -5.0% | -9.1% | -14.1% |
| 7D | -6.3% | +3.3% | -9.6% | -6.3% |
| 30D | -2.7% | -2.0% | -0.7% | -2.7% |
| 3M | -29.9% | +60.3% | -90.2% | -29.7% |
| 6M | -56.5% | +0.7% | -57.2% | -56.3% |
| YTD | -54.8% | +30.2% | -85.0% | -55.4% |
| 1Y | -70.5% | +44.4% | -114.9% | -68.7% |
| All | -70.5% | +38.7% | -109.2% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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