-98.6%
FCUV vs DTE
+137.8%
-236.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.6% |
| 7D | -66.5% | -2.6% | -63.9% | -66.4% |
| 30D | +5.0% | -4.4% | +9.4% | +5.9% |
| 3M | +63.8% | -8.3% | +72.1% | +67.8% |
| 6M | -67.8% | -8.1% | -59.8% | -67.4% |
| YTD | -82.4% | +4.4% | -86.8% | -83.0% |
| 1Y | -94.7% | +0.2% | -94.9% | -94.8% |
| 3Y | -99.3% | +42.6% | -141.9% | -99.4% |
| 5Y | -99.9% | +31.5% | -131.3% | -99.9% |
| All | -98.6% | +137.8% | -236.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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