-100.0%
DFNS vs FCUV
-98.9%
-1.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +136.0% | -141.5% | +8.7% |
| 7D | -6.0% | +148.8% | -154.7% | +8.7% |
| 30D | -71.2% | +95.0% | -166.2% | -67.6% |
| 3M | -94.5% | +27.8% | -122.3% | -93.7% |
| 6M | -96.5% | +121.0% | -217.5% | -89.6% |
| YTD | -99.6% | -78.1% | -21.5% | -98.9% |
| 1Y | -99.7% | -94.3% | -5.4% | -99.2% |
| 3Y | -100.0% | -98.9% | -1.1% | -99.9% |
| All | -100.0% | -98.9% | -1.1% | -99.9% |
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