+145.2%
FLUT vs UVXY
-100.0%
+245.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.2% |
| 7D | -2.6% | +2.3% | -4.9% | -2.5% |
| 30D | +5.4% | -15.0% | +20.4% | +4.6% |
| 3M | -10.8% | -39.8% | +29.1% | -12.6% |
| 6M | -9.2% | -60.0% | +50.8% | -12.4% |
| YTD | -53.8% | -48.8% | -5.0% | -54.6% |
| 1Y | -66.0% | -67.3% | +1.3% | -67.0% |
| 3Y | -44.7% | -94.8% | +50.2% | -47.1% |
| 5Y | -50.6% | -99.7% | +49.1% | -55.0% |
| 10Y | -10.4% | -100.0% | +89.6% | -19.4% |
| All | +145.2% | -100.0% | +245.2% | +102.0% |
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