-98.6%
FCUV vs AVAV
+520.8%
-619.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.3% |
| 7D | -72.0% | -0.1% | -71.9% | -72.2% |
| 30D | -8.0% | -25.0% | +17.0% | -4.8% |
| 3M | +66.3% | -15.0% | +81.2% | +64.9% |
| 6M | -75.3% | -33.6% | -41.7% | -74.6% |
| YTD | -83.0% | -39.2% | -43.8% | -82.3% |
| 1Y | -94.7% | -40.5% | -54.2% | -94.4% |
| 3Y | -99.3% | +29.6% | -128.9% | -99.3% |
| 5Y | -99.9% | +56.7% | -156.6% | -99.9% |
| All | -98.6% | +520.8% | -619.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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