-94.8%
UVXY vs FLR
+54.2%
-149.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -5.7% |
| 7D | +2.8% | -3.5% | +6.3% | -0.3% |
| 30D | -11.4% | +4.2% | -15.5% | -7.4% |
| 3M | -41.5% | +8.1% | -49.6% | -35.7% |
| 6M | -61.0% | +21.5% | -82.6% | -48.2% |
| YTD | -49.8% | +36.8% | -86.6% | -21.3% |
| 1Y | -66.4% | +31.2% | -97.6% | -47.5% |
| 3Y | -94.8% | +53.9% | -148.7% | -83.5% |
| All | -94.8% | +54.2% | -149.0% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling