-70.5%
UVXY vs FLR
+2.5%
-73.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | -0.8% | -13.3% | -14.7% |
| 7D | -6.3% | +1.4% | -7.7% | -5.2% |
| 30D | -2.7% | -5.9% | +3.2% | -5.7% |
| 3M | -29.9% | -7.6% | -22.3% | -32.7% |
| 6M | -56.5% | -9.3% | -47.2% | -57.5% |
| YTD | -54.8% | +20.1% | -74.9% | -33.1% |
| 1Y | -70.5% | +3.0% | -73.5% | -63.4% |
| All | -70.5% | +2.5% | -73.0% | -63.4% |
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