-99.6%
UVXY vs FGI
-70.0%
-29.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -3.3% | -4.1% | +0.8% | -3.5% |
| 30D | +12.0% | -3.4% | +15.4% | +12.0% |
| 3M | -15.5% | +61.8% | -77.3% | -11.6% |
| 6M | -49.4% | +17.0% | -66.4% | -47.5% |
| YTD | -49.1% | +31.4% | -80.5% | -45.4% |
| 1Y | -63.7% | +42.7% | -106.4% | -60.1% |
| 3Y | -94.1% | -0.1% | -94.0% | -93.3% |
| All | -99.6% | -70.0% | -29.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling