-98.6%
FCUV vs DAR
+375.1%
-473.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.8% |
| 7D | -72.0% | +0.9% | -72.9% | -72.3% |
| 30D | -8.0% | +6.4% | -14.4% | -10.5% |
| 3M | +66.3% | +13.2% | +53.0% | +59.4% |
| 6M | -75.3% | +26.2% | -101.5% | -77.0% |
| YTD | -83.0% | +84.4% | -167.3% | -85.5% |
| 1Y | -94.7% | +112.0% | -206.7% | -95.6% |
| 3Y | -99.3% | +13.4% | -112.6% | -99.3% |
| 5Y | -99.9% | -6.0% | -93.9% | -99.9% |
| All | -98.6% | +375.1% | -473.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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