-99.9%
DFNS vs FCUV
-99.4%
-0.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.1% | +1.6% |
| 7D | -3.3% | -72.0% | +68.6% | -10.2% |
| 30D | -73.1% | -8.0% | -65.1% | -71.9% |
| 3M | -71.4% | +66.3% | -137.6% | -32.7% |
| 6M | -93.8% | -75.3% | -18.6% | -85.8% |
| YTD | -98.0% | -83.0% | -15.1% | -95.5% |
| 1Y | -98.2% | -94.7% | -3.5% | -95.8% |
| 3Y | -99.9% | -99.3% | -0.6% | -99.7% |
| 5Y | -99.9% | -99.9% | 0.0% | -99.7% |
| All | -99.9% | -99.4% | -0.4% | -99.7% |
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