-87.2%
FCUV vs FDS
+152.3%
-239.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.5% | -10.1% | -12.7% |
| 7D | +62.8% | -1.9% | +64.7% | +63.9% |
| 30D | +66.5% | +9.0% | +57.5% | +62.2% |
| 3M | +459.9% | +18.9% | +441.1% | +426.9% |
| 6M | -12.4% | +35.1% | -47.5% | -20.3% |
| YTD | -47.5% | +5.5% | -53.0% | -49.6% |
| 1Y | -80.5% | -16.8% | -63.7% | -80.3% |
| 3Y | -97.6% | -28.1% | -69.6% | -97.5% |
| 5Y | -99.5% | -17.4% | -82.1% | -99.5% |
| 10Y | -95.8% | +85.4% | -181.2% | -95.3% |
| All | -87.2% | +152.3% | -239.6% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling