-100.0%
UVXY vs FIVN
+280.5%
-380.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +4.9% |
| 7D | +11.0% | -11.3% | +22.3% | +2.5% |
| 30D | -8.8% | -7.3% | -1.5% | -13.0% |
| 3M | -41.9% | +41.7% | -83.6% | -24.5% |
| 6M | -61.2% | +78.3% | -139.4% | -39.3% |
| YTD | -46.2% | +50.9% | -97.1% | -22.8% |
| 1Y | -65.2% | +19.7% | -84.9% | -56.1% |
| 3Y | -94.6% | -55.7% | -38.8% | -95.3% |
| 5Y | -99.7% | -82.6% | -17.1% | -99.8% |
| 10Y | -100.0% | +113.6% | -213.6% | -100.0% |
| All | -100.0% | +280.5% | -380.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling