-100.0%
UVXY vs FSLY
+7.7%
-107.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.0% | -8.8% | -6.0% |
| 7D | +2.8% | +12.5% | -9.7% | +7.4% |
| 30D | -11.4% | -18.8% | +7.5% | -17.1% |
| 3M | -41.5% | +22.7% | -64.2% | -35.2% |
| 6M | -61.0% | -3.7% | -57.3% | -57.3% |
| YTD | -49.8% | +127.5% | -177.4% | -19.1% |
| 1Y | -66.4% | +193.5% | -260.0% | -36.5% |
| 3Y | -94.8% | -1.3% | -93.4% | -91.0% |
| 5Y | -99.7% | -47.3% | -52.4% | -99.3% |
| All | -100.0% | +7.7% | -107.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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