-99.9%
FCUV vs DOC
-21.4%
-78.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.1% |
| 7D | -13.0% | +6.5% | -19.4% | -14.7% |
| 30D | -36.9% | +9.2% | -46.1% | -38.8% |
| 3M | -65.3% | -2.5% | -62.8% | -65.1% |
| 6M | -32.9% | +7.1% | -40.0% | -35.9% |
| YTD | -91.2% | +33.0% | -124.2% | -92.7% |
| 1Y | -98.2% | +23.3% | -121.5% | -98.4% |
| 3Y | -99.6% | +44.9% | -144.5% | -99.7% |
| All | -99.9% | -21.4% | -78.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling