-99.6%
DFNS vs FCUV
-98.1%
-1.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -7.5% | -10.8% | -19.2% |
| 7D | -27.7% | -8.6% | -19.1% | -28.6% |
| 30D | -58.0% | -25.9% | -32.0% | -59.3% |
| 3M | -94.0% | -69.8% | -24.2% | -94.3% |
| 6M | -94.6% | -31.6% | -63.0% | -84.7% |
| YTD | -99.4% | -90.1% | -9.3% | -98.2% |
| 1Y | -99.6% | -98.0% | -1.7% | -98.4% |
| All | -99.6% | -98.1% | -1.5% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling