-98.6%
FCUV vs A
+247.2%
-345.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -72.0% | -4.6% | -67.4% | -71.0% |
| 30D | -8.0% | -4.3% | -3.7% | -5.0% |
| 3M | +66.3% | +8.9% | +57.3% | +63.1% |
| 6M | -75.3% | +24.5% | -99.8% | -76.9% |
| YTD | -83.0% | +5.8% | -88.8% | -83.1% |
| 1Y | -94.7% | +16.2% | -110.9% | -94.8% |
| 3Y | -99.3% | +28.5% | -127.7% | -99.3% |
| 5Y | -99.9% | -16.3% | -83.5% | -99.9% |
| All | -98.6% | +247.2% | -345.8% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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