-9.3%
FLUT vs UVXY
-100.0%
+90.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | +1.4% |
| 7D | +0.4% | +2.8% | -2.3% | +0.7% |
| 30D | +2.5% | -11.4% | +13.9% | +1.7% |
| 3M | -9.2% | -41.5% | +32.3% | -12.6% |
| 6M | -8.2% | -61.0% | +52.8% | -13.7% |
| YTD | -53.2% | -49.8% | -3.4% | -54.7% |
| 1Y | -65.6% | -66.4% | +0.9% | -67.3% |
| 3Y | -43.6% | -94.8% | +51.2% | -47.9% |
| 5Y | -50.3% | -99.7% | +49.4% | -58.2% |
| All | -9.3% | -100.0% | +90.7% | -27.4% |
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