-100.0%
UVXY vs FLR
+41.3%
-141.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | -0.4% |
| 7D | +2.3% | -3.1% | +5.4% | -0.5% |
| 30D | -15.0% | +4.9% | -20.0% | -10.9% |
| 3M | -39.8% | +10.8% | -50.6% | -31.8% |
| 6M | -60.0% | +19.7% | -79.7% | -48.8% |
| YTD | -48.8% | +38.4% | -87.2% | -21.6% |
| 1Y | -67.3% | +34.7% | -102.0% | -49.4% |
| 3Y | -94.8% | +56.7% | -151.5% | -85.9% |
| 5Y | -99.7% | +241.6% | -341.3% | -97.5% |
| 10Y | -100.0% | +20.2% | -120.2% | -100.0% |
| All | -100.0% | +41.3% | -141.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling