-87.2%
FCUV vs DRI
+512.8%
-600.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.5% | -13.1% | -13.6% |
| 7D | +62.8% | +0.6% | +62.3% | +62.8% |
| 30D | +66.5% | +3.8% | +62.7% | +65.3% |
| 3M | +459.9% | +13.0% | +446.9% | +445.2% |
| 6M | -12.4% | +8.3% | -20.7% | -14.3% |
| YTD | -47.5% | +20.6% | -68.1% | -50.1% |
| 1Y | -80.5% | +6.5% | -87.0% | -81.0% |
| 3Y | -97.6% | +53.7% | -151.3% | -97.9% |
| 5Y | -99.5% | +72.7% | -172.2% | -99.6% |
| 10Y | -95.8% | +363.2% | -458.9% | -96.8% |
| All | -87.2% | +512.8% | -600.1% | -90.6% |
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