-95.9%
FCUV vs DVA
+141.5%
-237.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.6% | -8.7% | -7.3% |
| 7D | -63.8% | +2.0% | -65.8% | -63.6% |
| 30D | -14.7% | -0.4% | -14.3% | -13.9% |
| 3M | +65.3% | -7.7% | +73.0% | +69.0% |
| 6M | -68.5% | +20.0% | -88.5% | -69.2% |
| YTD | -83.0% | +61.1% | -144.1% | -84.6% |
| 1Y | -94.4% | +33.9% | -128.3% | -94.7% |
| 3Y | -99.3% | +91.5% | -190.8% | -99.4% |
| 5Y | -99.9% | +41.8% | -141.6% | -99.9% |
| 10Y | -98.6% | +187.5% | -286.2% | -99.1% |
| All | -95.9% | +141.5% | -237.4% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling