-100.0%
UVXY vs FLR
+19.7%
-119.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -5.9% |
| 7D | +2.8% | -3.5% | +6.3% | +0.4% |
| 30D | -11.4% | +4.2% | -15.5% | -8.3% |
| 3M | -41.5% | +8.1% | -49.6% | -36.8% |
| 6M | -61.0% | +21.5% | -82.6% | -51.6% |
| YTD | -49.8% | +36.8% | -86.6% | -29.7% |
| 1Y | -66.4% | +31.2% | -97.6% | -52.9% |
| 3Y | -94.8% | +53.9% | -148.7% | -88.4% |
| 5Y | -99.7% | +243.0% | -342.7% | -98.5% |
| All | -100.0% | +19.7% | -119.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling