-87.2%
FCUV vs A
+299.9%
-387.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.6% | -14.2% | -13.8% |
| 7D | +62.8% | -1.9% | +64.8% | +63.3% |
| 30D | +66.5% | +6.9% | +59.6% | +63.7% |
| 3M | +459.9% | +9.2% | +450.7% | +447.5% |
| 6M | -12.4% | +25.7% | -38.1% | -16.9% |
| YTD | -47.5% | +11.5% | -59.1% | -48.9% |
| 1Y | -80.5% | +18.4% | -98.9% | -81.1% |
| 3Y | -97.6% | +26.6% | -124.2% | -97.7% |
| 5Y | -99.5% | -12.8% | -86.7% | -99.6% |
| 10Y | -95.8% | +247.2% | -342.9% | -93.1% |
| All | -87.2% | +299.9% | -387.1% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling