-98.6%
FCUV vs CAPR
-78.6%
-20.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.3% |
| 7D | -72.0% | -10.6% | -61.4% | -72.1% |
| 30D | -8.0% | +111.2% | -119.2% | -5.5% |
| 3M | +66.3% | -67.2% | +133.5% | +66.9% |
| 6M | -75.3% | -75.1% | -0.1% | -75.3% |
| YTD | -83.0% | -71.2% | -11.7% | -82.9% |
| 1Y | -94.7% | +31.1% | -125.8% | -94.2% |
| 3Y | -99.3% | +31.3% | -130.6% | -99.1% |
| 5Y | -99.9% | +69.4% | -169.2% | -99.8% |
| All | -98.6% | -78.6% | -20.0% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling