-49.5%
FLUT vs UVXY
-99.7%
+50.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.8% | +8.7% | +1.0% |
| 7D | +0.4% | +2.8% | -2.3% | +0.9% |
| 30D | +2.5% | -11.4% | +13.9% | +1.0% |
| 3M | -9.2% | -41.5% | +32.3% | -15.3% |
| 6M | -8.2% | -61.0% | +52.8% | -18.1% |
| YTD | -53.2% | -49.8% | -3.4% | -55.9% |
| 1Y | -65.6% | -66.4% | +0.9% | -68.8% |
| 3Y | -43.6% | -94.8% | +51.2% | -52.5% |
| All | -49.5% | -99.7% | +50.2% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling