-99.3%
FCUV vs CAPR
-63.2%
-36.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.7% | +7.1% | -1.9% |
| 7D | +2.4% | +19.1% | -16.7% | +3.1% |
| 30D | -25.9% | +48.8% | -74.8% | -24.8% |
| 3M | -44.8% | +144.4% | -189.1% | -42.8% |
| 6M | -3.5% | -67.5% | +64.0% | -2.5% |
| YTD | -90.7% | -64.5% | -26.2% | -90.6% |
| 1Y | -97.9% | +74.4% | -172.3% | -97.7% |
| 3Y | -99.5% | +265.7% | -365.3% | -99.4% |
| 5Y | -99.9% | +196.0% | -295.8% | -99.8% |
| All | -99.3% | -63.2% | -36.1% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling