-98.6%
FCUV vs DGX
+255.3%
-353.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.3% |
| 7D | -66.5% | -0.9% | -65.6% | -66.5% |
| 30D | +5.0% | -1.2% | +6.1% | +4.8% |
| 3M | +63.8% | +15.8% | +48.0% | +63.6% |
| 6M | -67.8% | +18.2% | -86.0% | -67.9% |
| YTD | -82.4% | +37.2% | -119.6% | -82.2% |
| 1Y | -94.7% | +30.4% | -125.1% | -94.7% |
| 3Y | -99.3% | +96.7% | -196.0% | -99.2% |
| 5Y | -99.9% | +67.2% | -167.0% | -99.8% |
| All | -98.6% | +255.3% | -353.9% | -97.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling