-100.0%
UVXY vs FTV
+80.7%
-180.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.0% |
| 7D | +2.8% | -4.0% | +6.7% | -5.7% |
| 30D | -11.4% | -11.0% | -0.3% | -31.5% |
| 3M | -41.5% | -8.4% | -33.1% | -51.6% |
| 6M | -61.0% | -2.6% | -58.5% | -61.4% |
| YTD | -49.8% | -0.6% | -49.2% | -47.6% |
| 1Y | -66.4% | +11.0% | -77.4% | -54.0% |
| 3Y | -94.8% | -6.3% | -88.4% | -91.7% |
| 5Y | -99.7% | -1.5% | -98.2% | -99.2% |
| All | -100.0% | +80.7% | -180.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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