-94.7%
FCUV vs DD
+34.9%
-129.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.1% |
| 7D | -66.5% | -3.5% | -63.0% | -67.4% |
| 30D | +5.0% | -11.7% | +16.6% | -2.9% |
| 3M | +63.8% | -9.2% | +73.0% | +54.3% |
| 6M | -67.8% | -7.2% | -60.6% | -70.9% |
| YTD | -82.4% | +6.6% | -89.0% | -85.7% |
| 1Y | -94.7% | +32.0% | -126.7% | -96.4% |
| All | -94.7% | +34.9% | -129.6% | -96.4% |
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