-97.7%
FCUV vs DRI
+549.2%
-646.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -25.9% | +10.8% | -36.8% | -26.9% |
| 3M | -44.8% | +0.9% | -45.7% | -44.7% |
| 6M | -3.5% | +16.3% | -19.8% | -5.9% |
| YTD | -90.7% | +27.8% | -118.5% | -91.2% |
| 1Y | -97.9% | +33.9% | -131.7% | -98.0% |
| 3Y | -99.5% | +67.2% | -166.7% | -99.6% |
| 5Y | -99.9% | +79.0% | -178.9% | -99.9% |
| 10Y | -99.3% | +332.2% | -431.4% | -99.4% |
| All | -97.7% | +549.2% | -646.9% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 all: compounded portfolio wealth divided by compounded DRI 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…
all analysis · Full analysis span regression · 6 months rolling