-99.6%
UVXY vs FGI
-69.1%
-30.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.6% |
| 7D | +2.3% | +14.7% | -12.4% | +2.9% |
| 30D | -15.0% | +67.0% | -82.0% | -11.2% |
| 3M | -39.8% | +31.0% | -70.8% | -37.6% |
| 6M | -60.0% | +126.8% | -186.9% | -55.5% |
| YTD | -48.8% | +35.6% | -84.5% | -45.2% |
| 1Y | -67.3% | +108.9% | -176.2% | -61.5% |
| 3Y | -94.8% | -0.3% | -94.6% | -94.2% |
| All | -99.6% | -69.1% | -30.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling