-99.3%
FCUV vs AVAV
+358.8%
-458.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.4% | +5.1% |
| 7D | -15.3% | 0.0% | -15.3% | -15.5% |
| 30D | -29.7% | -9.9% | -19.8% | -28.7% |
| 3M | -54.5% | -34.7% | -19.8% | -52.1% |
| 6M | -26.7% | -26.6% | -0.1% | -26.5% |
| YTD | -91.0% | -48.9% | -42.0% | -90.4% |
| 1Y | -98.0% | -63.0% | -35.0% | -97.8% |
| 3Y | -99.5% | +1.6% | -101.1% | -99.6% |
| 5Y | -99.9% | +34.5% | -134.4% | -99.9% |
| 10Y | -99.3% | +359.3% | -458.5% | -99.2% |
| All | -99.3% | +358.8% | -458.0% | -99.2% |
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