-69.8%
UVXY vs FLR
+31.2%
-101.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | -0.9% |
| 7D | -5.0% | +5.4% | -10.4% | -1.5% |
| 30D | -20.5% | +11.4% | -31.9% | -14.1% |
| 3M | -36.6% | +11.4% | -48.0% | -29.1% |
| 6M | -56.9% | +16.6% | -73.6% | -45.6% |
| YTD | -51.2% | +41.7% | -92.9% | -27.0% |
| 1Y | -69.8% | +35.4% | -105.2% | -57.6% |
| All | -69.8% | +31.2% | -101.0% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling