-87.2%
FCUV vs AVAV
+395.7%
-483.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.7% | -11.9% | -13.4% |
| 7D | +62.8% | -2.2% | +65.1% | +63.5% |
| 30D | +66.5% | -13.9% | +80.4% | +67.8% |
| 3M | +459.9% | -29.2% | +489.2% | +476.0% |
| 6M | -12.4% | -36.1% | +23.8% | -8.7% |
| YTD | -47.5% | -40.2% | -7.3% | -45.1% |
| 1Y | -80.5% | -36.2% | -44.3% | -79.7% |
| 3Y | -97.6% | +47.5% | -145.2% | -97.8% |
| 5Y | -99.5% | +39.3% | -138.8% | -99.6% |
| 10Y | -95.8% | +482.6% | -578.3% | -96.2% |
| All | -87.2% | +395.7% | -483.0% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling