-98.6%
FCUV vs DVA
+187.8%
-286.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.1% | +3.2% |
| 7D | -66.5% | -1.3% | -65.1% | -66.1% |
| 30D | +5.0% | 0.0% | +4.9% | +6.0% |
| 3M | +63.8% | -10.9% | +74.7% | +69.3% |
| 6M | -67.8% | +17.3% | -85.1% | -68.6% |
| YTD | -82.4% | +59.8% | -142.2% | -84.4% |
| 1Y | -94.7% | +36.3% | -131.0% | -95.1% |
| 3Y | -99.3% | +88.6% | -187.9% | -99.4% |
| 5Y | -99.9% | +47.5% | -147.4% | -99.9% |
| All | -98.6% | +187.8% | -286.4% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling