-99.8%
FCUV vs BG
+81.8%
-181.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.9% |
| 7D | -66.5% | +3.1% | -69.6% | -68.0% |
| 30D | +5.0% | +10.2% | -5.3% | -2.6% |
| 3M | +63.8% | -1.7% | +65.5% | +57.6% |
| 6M | -67.8% | +1.0% | -68.8% | -69.1% |
| YTD | -82.4% | +39.9% | -122.3% | -84.3% |
| 1Y | -94.7% | +53.2% | -148.0% | -95.4% |
| 3Y | -99.3% | +16.3% | -115.5% | -99.3% |
| All | -99.8% | +81.8% | -181.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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