-100.0%
UVXY vs FTI
+223.3%
-323.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.0% |
| 7D | +2.3% | -2.3% | +4.6% | -0.3% |
| 30D | -15.0% | +5.0% | -20.1% | -10.1% |
| 3M | -39.8% | +13.8% | -53.7% | -30.9% |
| 6M | -60.0% | +22.9% | -82.9% | -49.6% |
| YTD | -48.8% | +75.0% | -123.8% | -2.0% |
| 1Y | -67.3% | +96.9% | -164.2% | -26.9% |
| 3Y | -94.8% | +276.7% | -371.6% | -66.1% |
| 5Y | -99.7% | +1,157.0% | -1,256.7% | -87.6% |
| 10Y | -100.0% | +310.7% | -410.7% | -100.0% |
| All | -100.0% | +223.3% | -323.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling