-94.8%
UVXY vs FTI
+267.9%
-362.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -5.7% |
| 7D | +2.8% | -4.4% | +7.2% | -1.8% |
| 30D | -11.4% | +1.5% | -12.8% | -9.5% |
| 3M | -41.5% | +8.2% | -49.7% | -36.4% |
| 6M | -61.0% | +18.8% | -79.9% | -51.8% |
| YTD | -49.8% | +71.7% | -121.5% | +0.3% |
| 1Y | -66.4% | +90.0% | -156.5% | -21.9% |
| 3Y | -94.8% | +270.5% | -365.3% | -70.4% |
| All | -94.8% | +267.9% | -362.6% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling