-99.1%
FCUV vs DBX
+16.6%
-115.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.9% | -62.3% | -64.1% |
| 7D | -47.9% | -1.3% | -46.6% | -46.3% |
| 30D | +13.7% | -2.9% | +16.5% | +17.6% |
| 3M | +97.0% | +23.8% | +73.2% | +86.8% |
| 6M | -66.1% | +26.2% | -92.3% | -68.1% |
| YTD | -81.8% | +21.6% | -103.4% | -82.6% |
| 1Y | -93.3% | +11.4% | -104.7% | -93.5% |
| 3Y | -99.2% | +21.3% | -120.5% | -99.3% |
| 5Y | -99.9% | +6.7% | -106.5% | -99.9% |
| All | -99.1% | +16.6% | -115.7% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling