-99.9%
FCUV vs AVAV
+41.1%
-141.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +2.9% | -68.1% | -66.0% |
| 7D | -47.9% | +3.2% | -51.1% | -49.0% |
| 30D | +13.7% | -20.3% | +34.0% | +18.4% |
| 3M | +97.0% | -19.4% | +116.4% | +96.3% |
| 6M | -66.1% | -35.3% | -30.9% | -64.3% |
| YTD | -81.8% | -38.5% | -43.3% | -80.8% |
| 1Y | -93.3% | -37.2% | -56.1% | -93.0% |
| 3Y | -99.2% | +31.1% | -130.3% | -99.4% |
| All | -99.9% | +41.1% | -141.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling