-27.1%
AVTR vs FCUV
-99.2%
+72.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -2.0% | -72.0% | +69.9% | -1.8% |
| 30D | +8.1% | -8.0% | +16.1% | +7.9% |
| 3M | +54.2% | +66.3% | -12.1% | +52.2% |
| 6M | +82.6% | -75.3% | +157.9% | +84.9% |
| YTD | +29.8% | -83.0% | +112.8% | +31.9% |
| 1Y | +18.0% | -94.7% | +112.7% | +21.3% |
| All | -27.1% | -99.2% | +72.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling