-98.2%
FCUV vs DOC
+21.2%
-119.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.2% | +136.2% | +136.0% |
| 7D | +148.8% | -0.9% | +149.6% | +149.2% |
| 30D | +95.0% | +7.7% | +87.3% | +90.7% |
| 3M | +27.8% | -2.0% | +29.8% | +28.6% |
| 6M | +121.0% | +5.9% | +115.1% | +115.1% |
| YTD | -78.1% | +31.8% | -110.0% | -80.6% |
| 1Y | -94.3% | +22.5% | -116.8% | -94.8% |
| 3Y | -98.9% | +54.7% | -153.6% | -99.1% |
| 5Y | -99.7% | -21.3% | -78.4% | -99.7% |
| All | -98.2% | +21.2% | -119.5% | -98.5% |
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