+1,115.5%
FLEX vs UVXY
-100.0%
+1,215.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.8% | +14.0% | +5.9% |
| 7D | +5.7% | +2.8% | +2.9% | +6.5% |
| 30D | -7.0% | -11.4% | +4.3% | -8.9% |
| 3M | -23.8% | -41.5% | +17.7% | -30.1% |
| 6M | +82.6% | -61.0% | +143.7% | +59.8% |
| YTD | +91.6% | -49.8% | +141.5% | +80.1% |
| 1Y | +100.6% | -66.4% | +167.0% | +79.3% |
| 3Y | +479.8% | -94.8% | +574.5% | +381.2% |
| 5Y | +746.5% | -99.7% | +846.2% | +411.8% |
| All | +1,115.5% | -100.0% | +1,215.5% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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