-95.9%
FCUV vs BG
+94.6%
-190.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -7.0% |
| 7D | -63.8% | +0.5% | -64.3% | -63.7% |
| 30D | -14.7% | +10.3% | -25.0% | -14.5% |
| 3M | +65.3% | -1.9% | +67.2% | +63.9% |
| 6M | -68.5% | +5.2% | -73.7% | -68.6% |
| YTD | -83.0% | +41.2% | -124.2% | -82.6% |
| 1Y | -94.4% | +50.5% | -144.9% | -94.2% |
| 3Y | -99.3% | +19.9% | -119.2% | -99.3% |
| 5Y | -99.9% | +86.7% | -186.6% | -99.8% |
| 10Y | -98.6% | +167.5% | -266.1% | -98.4% |
| All | -95.9% | +94.6% | -190.5% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling