-94.8%
UVXY vs FLNC
-62.9%
-31.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.3% | -6.0% |
| 7D | +2.8% | -4.1% | +6.9% | +1.8% |
| 30D | -11.4% | -24.8% | +13.4% | -18.1% |
| 3M | -41.5% | -59.1% | +17.6% | -53.6% |
| 6M | -61.0% | -42.0% | -19.1% | -62.9% |
| YTD | -49.8% | -49.8% | 0.0% | -51.3% |
| 1Y | -66.4% | +43.1% | -109.5% | -46.1% |
| 3Y | -94.8% | -61.0% | -33.8% | -93.1% |
| All | -94.8% | -62.9% | -31.9% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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