-98.6%
FCUV vs CAPR
-77.7%
-20.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.6% | -2.4% | -7.2% |
| 7D | -63.8% | -12.6% | -51.1% | -64.0% |
| 30D | -14.7% | +124.4% | -139.1% | -12.2% |
| 3M | +65.3% | -66.8% | +132.1% | +66.1% |
| 6M | -68.5% | -71.8% | +3.3% | -68.4% |
| YTD | -83.0% | -70.1% | -13.0% | -83.0% |
| 1Y | -94.4% | +33.3% | -127.7% | -94.0% |
| 3Y | -99.3% | +36.7% | -136.0% | -99.1% |
| 5Y | -99.9% | +72.5% | -172.3% | -99.8% |
| All | -98.6% | -77.7% | -20.9% | -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 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