-98.0%
FCUV vs DD
+49.3%
-147.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.8% | -5.7% | -9.0% |
| 7D | -8.6% | +8.7% | -17.3% | -2.1% |
| 30D | -25.9% | +15.3% | -41.3% | -15.9% |
| 3M | -69.8% | +5.9% | -75.7% | -68.4% |
| 6M | -31.6% | +11.6% | -43.2% | -29.8% |
| YTD | -90.1% | +26.5% | -116.7% | -91.4% |
| 1Y | -98.0% | +35.4% | -133.4% | -98.4% |
| All | -98.0% | +49.3% | -147.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling