-98.2%
FCUV vs CAPR
-65.7%
-32.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -6.9% | +142.9% | +135.8% |
| 7D | +148.8% | +5.9% | +142.9% | +149.8% |
| 30D | +95.0% | +44.6% | +50.4% | +98.0% |
| 3M | +27.8% | +126.4% | -98.6% | +32.2% |
| 6M | +121.0% | -68.6% | +189.6% | +123.1% |
| YTD | -78.1% | -67.0% | -11.2% | -77.9% |
| 1Y | -94.3% | +65.2% | -159.4% | -93.7% |
| 3Y | -98.9% | +235.6% | -334.5% | -98.7% |
| 5Y | -99.7% | +175.4% | -275.1% | -99.6% |
| All | -98.2% | -65.7% | -32.5% | -97.3% |
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