+97.0%
FCUV vs DBX
+23.4%
+73.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.9% | -62.3% | -58.0% |
| 7D | -47.9% | -1.3% | -46.6% | -37.4% |
| 30D | +13.7% | -2.9% | +16.5% | +39.0% |
| 3M | +97.0% | +23.8% | +73.2% | +61.6% |
| All | +97.0% | +23.4% | +73.6% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 3mo: compounded portfolio wealth divided by compounded DBX 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…
3mo analysis · Full analysis span regression · Available span rolling