+2,458.4%
FLEX vs UVXY
-100.0%
+2,558.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.6% |
| 7D | -0.9% | -5.0% | +4.1% | -1.6% |
| 30D | -10.1% | -20.5% | +10.4% | -13.2% |
| 3M | -31.3% | -36.6% | +5.2% | -35.0% |
| 6M | +71.3% | -56.9% | +128.2% | +56.9% |
| YTD | +81.2% | -51.2% | +132.5% | +71.4% |
| 1Y | +98.5% | -69.8% | +168.3% | +78.1% |
| 3Y | +428.2% | -95.1% | +523.3% | +352.2% |
| 5Y | +657.3% | -99.7% | +756.9% | +417.2% |
| 10Y | +995.9% | -100.0% | +1,095.9% | +447.8% |
| All | +2,458.4% | -100.0% | +2,558.4% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling