-95.7%
FCUV vs BR
+362.8%
-458.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | -66.5% | -3.0% | -63.5% | -65.9% |
| 30D | +5.0% | -0.3% | +5.3% | +6.2% |
| 3M | +63.8% | +17.3% | +46.5% | +59.8% |
| 6M | -67.8% | -6.7% | -61.1% | -67.0% |
| YTD | -82.4% | -23.4% | -59.0% | -81.2% |
| 1Y | -94.7% | -32.7% | -62.1% | -94.2% |
| 3Y | -99.3% | -5.9% | -93.3% | -99.2% |
| 5Y | -99.9% | +8.4% | -108.3% | -99.9% |
| 10Y | -98.6% | +189.2% | -287.8% | -98.4% |
| All | -95.7% | +362.8% | -458.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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