-94.8%
UVXY vs FTV
-5.2%
-89.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -6.1% |
| 7D | +2.8% | -4.0% | +6.7% | -5.1% |
| 30D | -11.4% | -11.0% | -0.3% | -30.3% |
| 3M | -41.5% | -8.4% | -33.1% | -50.7% |
| 6M | -61.0% | -2.6% | -58.5% | -60.7% |
| YTD | -49.8% | -0.6% | -49.2% | -46.6% |
| 1Y | -66.4% | +11.0% | -77.4% | -51.8% |
| 3Y | -94.8% | -6.3% | -88.4% | -92.5% |
| All | -94.8% | -5.2% | -89.5% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling