-99.6%
UVXY vs FGI
-66.3%
-33.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.2% | -1.8% | +4.6% |
| 7D | -26.5% | +13.5% | -40.0% | -26.1% |
| 30D | +8.8% | +17.1% | -8.3% | +9.7% |
| 3M | -14.7% | +78.0% | -92.7% | -10.4% |
| 6M | -51.5% | +46.4% | -97.9% | -49.1% |
| YTD | -51.7% | +47.7% | -99.4% | -47.9% |
| 1Y | -65.7% | +56.8% | -122.5% | -62.2% |
| 3Y | -94.4% | +12.3% | -106.7% | -93.6% |
| All | -99.6% | -66.3% | -33.3% | -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