-98.0%
FCUV vs DGX
+45.0%
-142.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.5% | -11.0% | -7.3% |
| 7D | -8.6% | +4.1% | -12.7% | -8.4% |
| 30D | -25.9% | +10.5% | -36.4% | -25.9% |
| 3M | -69.8% | +9.8% | -79.6% | -69.6% |
| 6M | -31.6% | +34.6% | -66.2% | -40.9% |
| YTD | -90.1% | +49.8% | -139.9% | -91.7% |
| 1Y | -98.0% | +46.0% | -144.0% | -98.3% |
| All | -98.0% | +45.0% | -142.9% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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