-70.5%
UVXY vs FIGR
-41.8%
-28.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +4.2% | -18.3% | -13.1% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -2.7% | -17.6% | +14.9% | -6.0% |
| 3M | -29.9% | -16.7% | -13.2% | -31.1% |
| 6M | -56.5% | -36.1% | -20.4% | -58.4% |
| YTD | -54.8% | -43.6% | -11.2% | -54.1% |
| 1Y | -70.5% | -39.8% | -30.7% | -68.7% |
| All | -70.5% | -41.8% | -28.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling