-87.2%
FCUV vs DAR
+247.9%
-335.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.9% | -12.8% | -13.5% |
| 7D | +62.8% | +1.4% | +61.5% | +62.2% |
| 30D | +66.5% | +12.8% | +53.7% | +62.7% |
| 3M | +459.9% | +7.4% | +452.6% | +451.2% |
| 6M | -12.4% | +22.3% | -34.6% | -16.2% |
| YTD | -47.5% | +81.1% | -128.6% | -53.6% |
| 1Y | -80.5% | +106.5% | -187.0% | -83.3% |
| 3Y | -97.6% | +5.3% | -102.9% | -97.8% |
| 5Y | -99.5% | -11.5% | -88.0% | -99.6% |
| 10Y | -95.8% | +353.3% | -449.1% | -97.2% |
| All | -87.2% | +247.9% | -335.1% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling