-95.0%
UVXY vs FGI
-6.2%
-88.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | -4.7% | +5.2% | -9.9% | -4.7% |
| 30D | -17.1% | +65.2% | -82.3% | -15.6% |
| 3M | -39.9% | +30.2% | -70.1% | -39.0% |
| 6M | -66.9% | +87.8% | -154.7% | -65.4% |
| YTD | -50.1% | +32.5% | -82.6% | -48.6% |
| 1Y | -68.3% | +93.6% | -161.9% | -66.4% |
| 3Y | -95.0% | -2.6% | -92.4% | -94.8% |
| All | -95.0% | -6.2% | -88.8% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling