-99.5%
FCUV vs AVAV
+1.7%
-101.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.7% | +7.4% | +5.4% |
| 7D | -15.3% | 0.0% | -15.3% | -15.7% |
| 30D | -29.7% | -9.9% | -19.8% | -28.0% |
| 3M | -54.5% | -34.7% | -19.8% | -50.1% |
| 6M | -26.7% | -26.6% | -0.1% | -27.2% |
| YTD | -91.0% | -48.9% | -42.0% | -90.0% |
| 1Y | -98.0% | -63.0% | -35.0% | -97.6% |
| 3Y | -99.5% | +1.6% | -101.1% | -99.5% |
| All | -99.5% | +1.7% | -101.2% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling