-44.0%
ACHR vs FCUV
-99.3%
+55.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.3% |
| 7D | -2.3% | -66.5% | +64.2% | -0.9% |
| 30D | -11.3% | +5.0% | -16.3% | -12.5% |
| 3M | +5.3% | +63.8% | -58.5% | -6.2% |
| 6M | -13.2% | -67.8% | +54.6% | -17.4% |
| YTD | -25.8% | -82.4% | +56.6% | -27.3% |
| 1Y | -34.3% | -94.7% | +60.5% | -31.5% |
| 3Y | -19.9% | -99.3% | +79.3% | -16.7% |
| 5Y | -42.7% | -99.9% | +57.2% | -37.6% |
| All | -44.0% | -99.3% | +55.3% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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