-99.3%
FCUV vs DOC
+14.9%
-114.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.2% | -8.2% | -8.4% |
| 7D | -14.0% | +6.2% | -20.2% | -15.4% |
| 30D | -31.2% | +6.5% | -37.7% | -32.5% |
| 3M | -71.3% | -6.2% | -65.1% | -70.8% |
| 6M | -36.9% | +25.6% | -62.4% | -42.4% |
| YTD | -91.0% | +32.1% | -123.0% | -92.0% |
| 1Y | -98.2% | +20.3% | -118.5% | -98.4% |
| 3Y | -99.6% | +42.7% | -142.3% | -99.6% |
| 5Y | -99.9% | -22.2% | -77.7% | -99.9% |
| All | -99.3% | +14.9% | -114.2% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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