-87.2%
FCUV vs DD
+89.6%
-176.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.4% | -14.0% | -13.7% |
| 7D | +62.8% | -3.5% | +66.3% | +63.1% |
| 30D | +66.5% | -10.3% | +76.8% | +67.3% |
| 3M | +459.9% | -7.5% | +467.5% | +461.2% |
| 6M | -12.4% | -8.0% | -4.4% | -12.3% |
| YTD | -47.5% | +10.5% | -58.0% | -48.6% |
| 1Y | -80.5% | +38.3% | -118.8% | -81.4% |
| 3Y | -97.6% | +42.5% | -140.1% | -97.8% |
| 5Y | -99.5% | +60.2% | -159.7% | -99.6% |
| 10Y | -95.8% | +68.9% | -164.6% | -95.8% |
| All | -87.2% | +89.6% | -176.9% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling