-99.3%
FCUV vs CHD
+0.5%
-99.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.7% |
| 7D | -72.0% | -4.7% | -67.2% | -69.7% |
| 30D | -8.0% | -8.3% | +0.3% | +2.1% |
| 3M | +66.3% | -4.0% | +70.3% | +77.3% |
| 6M | -75.3% | -6.5% | -68.8% | -73.5% |
| YTD | -83.0% | +13.1% | -96.1% | -82.4% |
| 1Y | -94.7% | +2.3% | -97.0% | -94.4% |
| All | -99.3% | +0.5% | -99.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling