-45.3%
ACHR vs FCUV
-99.3%
+54.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.4% | -72.0% | +66.6% | -3.7% |
| 30D | -19.7% | -8.0% | -11.7% | -20.6% |
| 3M | +7.9% | +66.3% | -58.3% | -4.0% |
| 6M | -13.8% | -75.3% | +61.5% | -16.8% |
| YTD | -27.5% | -83.0% | +55.4% | -28.9% |
| 1Y | -33.9% | -94.7% | +60.7% | -31.3% |
| 3Y | -20.0% | -99.3% | +79.3% | -16.7% |
| 5Y | -44.0% | -99.9% | +55.9% | -39.0% |
| All | -45.3% | -99.3% | +54.0% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling