-99.9%
DFNS vs FCUV
-99.9%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.0% | +2.4% | -5.4% |
| 7D | +4.6% | -63.8% | +68.4% | -1.9% |
| 30D | -73.9% | -14.7% | -59.2% | -72.6% |
| 3M | -71.7% | +65.3% | -137.0% | -24.3% |
| 6M | -94.6% | -68.5% | -26.1% | -85.8% |
| YTD | -98.1% | -83.0% | -15.0% | -95.0% |
| 1Y | -98.3% | -94.4% | -3.9% | -95.7% |
| 3Y | -99.9% | -99.3% | -0.6% | -99.7% |
| 5Y | -99.9% | -99.9% | 0.0% | -99.6% |
| All | -99.9% | -99.9% | 0.0% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling