+464.3%
FLEX vs UVXY
-94.7%
+559.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -0.9% |
| 7D | +6.4% | +2.3% | +4.1% | +6.9% |
| 30D | -5.9% | -15.0% | +9.2% | -8.8% |
| 3M | -23.5% | -39.8% | +16.4% | -29.7% |
| 6M | +83.7% | -60.0% | +143.8% | +59.8% |
| YTD | +86.5% | -48.8% | +135.3% | +74.0% |
| 1Y | +100.5% | -67.3% | +167.8% | +76.5% |
| All | +464.3% | -94.7% | +559.0% | +372.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling