-99.9%
DFNS vs FCUV
-98.2%
-1.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.7% | +14.3% | -0.6% |
| 7D | -16.0% | +62.8% | -78.8% | -11.5% |
| 30D | -77.7% | +66.5% | -144.2% | -76.2% |
| 3M | -77.2% | +459.9% | -537.1% | -42.8% |
| 6M | -95.2% | -12.4% | -82.8% | -88.1% |
| YTD | -98.0% | -47.5% | -50.4% | -95.0% |
| 1Y | -98.3% | -80.5% | -17.8% | -95.8% |
| 3Y | -99.9% | -97.6% | -2.2% | -99.7% |
| 5Y | -99.9% | -99.5% | -0.3% | -99.6% |
| All | -99.9% | -98.2% | -1.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling