-100.0%
UVXY vs FTV
+87.0%
-187.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | -0.2% |
| 7D | +2.3% | -1.3% | +3.6% | -0.4% |
| 30D | -15.0% | -9.5% | -5.5% | -32.0% |
| 3M | -39.8% | -10.9% | -28.9% | -53.0% |
| 6M | -60.0% | -0.6% | -59.4% | -58.7% |
| YTD | -48.8% | +1.4% | -50.3% | -44.3% |
| 1Y | -67.3% | +17.6% | -84.9% | -48.8% |
| 3Y | -94.8% | -3.3% | -91.6% | -91.2% |
| 5Y | -99.7% | -0.1% | -99.5% | -99.1% |
| 10Y | -100.0% | +82.5% | -182.5% | -100.0% |
| All | -100.0% | +87.0% | -187.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling