-100.0%
UVXY vs FSLY
+5.6%
-105.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +4.6% |
| 7D | +2.3% | +11.2% | -8.9% | +6.4% |
| 30D | -15.0% | -18.2% | +3.1% | -20.3% |
| 3M | -39.8% | +21.9% | -61.7% | -33.5% |
| 6M | -60.0% | +4.0% | -64.1% | -54.8% |
| YTD | -48.8% | +123.1% | -171.9% | -18.1% |
| 1Y | -67.3% | +196.9% | -264.2% | -37.6% |
| 3Y | -94.8% | -1.3% | -93.6% | -91.1% |
| 5Y | -99.7% | -50.2% | -49.5% | -99.3% |
| All | -100.0% | +5.6% | -105.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling