-80.5%
FCUV vs DVA
+35.1%
-115.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.3% | -14.9% | -13.8% |
| 7D | +62.8% | +1.8% | +61.0% | +62.6% |
| 30D | +66.5% | -2.5% | +69.0% | +66.8% |
| 3M | +459.9% | -4.3% | +464.2% | +473.1% |
| 6M | -12.4% | +18.9% | -31.2% | -6.7% |
| YTD | -47.5% | +61.9% | -109.5% | -41.9% |
| 1Y | -80.5% | +35.7% | -116.2% | -79.3% |
| All | -80.5% | +35.1% | -115.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling