-100.0%
UVXY vs FIVN
+118.5%
-218.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.1% | -5.8% |
| 7D | +2.8% | -7.8% | +10.6% | -2.6% |
| 30D | -11.4% | -1.7% | -9.6% | -11.8% |
| 3M | -41.5% | +47.2% | -88.7% | -21.2% |
| 6M | -61.0% | +82.7% | -143.8% | -37.1% |
| YTD | -49.8% | +52.9% | -102.8% | -26.8% |
| 1Y | -66.4% | +17.5% | -83.9% | -58.4% |
| 3Y | -94.8% | -55.8% | -38.9% | -95.6% |
| 5Y | -99.7% | -82.3% | -17.4% | -99.8% |
| All | -100.0% | +118.5% | -218.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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