+282.7%
FLEX vs UVXY
-94.2%
+376.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.7% | -7.7% | -3.2% |
| 7D | +7.5% | -22.1% | +29.5% | +2.8% |
| 30D | -25.3% | +8.2% | -33.5% | -20.1% |
| 3M | -39.7% | -12.3% | -27.3% | -37.9% |
| 6M | -47.9% | -51.0% | +3.1% | -51.3% |
| YTD | +24.1% | -49.9% | +74.0% | +21.6% |
| 1Y | +26.0% | -67.7% | +93.7% | +14.5% |
| 3Y | +282.7% | -94.1% | +376.8% | +237.6% |
| All | +282.7% | -94.2% | +376.9% | +237.6% |
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