-69.8%
UVXY vs FGI
+81.8%
-151.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +0.7% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | -20.5% | +65.4% | -85.9% | -20.0% |
| 3M | -36.6% | +23.5% | -60.1% | -36.2% |
| 6M | -56.9% | +60.5% | -117.4% | -56.0% |
| YTD | -51.2% | +30.0% | -81.2% | -50.5% |
| 1Y | -69.8% | +82.1% | -151.8% | -69.7% |
| All | -69.8% | +81.8% | -151.6% | -69.7% |
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