-100.0%
UVXY vs FTI
+214.0%
-314.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.0% | +2.0% |
| 7D | +11.0% | -5.6% | +16.6% | +4.4% |
| 30D | -8.8% | +0.4% | -9.2% | -8.0% |
| 3M | -41.9% | +8.1% | -50.0% | -36.8% |
| 6M | -61.2% | +16.7% | -77.9% | -53.6% |
| YTD | -46.2% | +70.0% | -116.2% | 0.0% |
| 1Y | -65.2% | +85.4% | -150.6% | -27.2% |
| 3Y | -94.6% | +265.9% | -360.5% | -65.4% |
| 5Y | -99.7% | +1,072.7% | -1,172.4% | -88.5% |
| 10Y | -100.0% | +298.9% | -398.9% | -100.0% |
| All | -100.0% | +214.0% | -314.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling