-44.6%
FLUT vs UVXY
-94.4%
+49.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.8% | 0.0% |
| 7D | -3.6% | +11.0% | -14.6% | -2.2% |
| 30D | -0.3% | -8.8% | +8.4% | -1.3% |
| 3M | -12.6% | -41.9% | +29.3% | -18.1% |
| 6M | -8.0% | -61.2% | +53.2% | -17.2% |
| YTD | -54.1% | -46.2% | -7.9% | -56.1% |
| 1Y | -66.1% | -65.2% | -0.9% | -68.9% |
| All | -44.6% | -94.4% | +49.8% | -53.2% |
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