-99.3%
FCUV vs FDS
-32.7%
-66.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.4% | -3.6% | -5.2% |
| 7D | -63.8% | -8.8% | -55.0% | -60.3% |
| 30D | -14.7% | -1.4% | -13.3% | -9.8% |
| 3M | +65.3% | +13.9% | +51.4% | +59.4% |
| 6M | -68.5% | +27.4% | -95.9% | -71.4% |
| YTD | -83.0% | -2.5% | -80.6% | -83.0% |
| 1Y | -94.4% | -23.8% | -70.6% | -93.4% |
| All | -99.3% | -32.7% | -66.6% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling