-99.6%
UVXY vs FGI
-66.2%
-33.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.3% | +5.5% |
| 7D | +11.0% | +22.8% | -11.8% | +11.9% |
| 30D | -8.8% | +85.9% | -94.7% | -4.2% |
| 3M | -41.9% | +32.4% | -74.3% | -39.8% |
| 6M | -61.2% | +106.3% | -167.5% | -57.3% |
| YTD | -46.2% | +48.4% | -94.6% | -42.2% |
| 1Y | -65.2% | +116.4% | -181.6% | -59.2% |
| 3Y | -94.6% | +9.2% | -103.7% | -93.9% |
| All | -99.6% | -66.2% | -33.4% | -99.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling