-99.6%
UVXY vs FGI
-70.4%
-29.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +1.0% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | -20.5% | +65.4% | -85.9% | -16.9% |
| 3M | -36.6% | +23.5% | -60.1% | -34.4% |
| 6M | -56.9% | +60.5% | -117.4% | -53.3% |
| YTD | -51.2% | +30.0% | -81.2% | -47.8% |
| 1Y | -69.8% | +82.1% | -151.8% | -64.9% |
| 3Y | -95.1% | -4.4% | -90.7% | -94.5% |
| All | -99.6% | -70.4% | -29.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling