-94.7%
FCUV vs FDS
+178.0%
-272.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.3% | +135.7% | +135.9% |
| 7D | +148.8% | +1.5% | +147.3% | +148.0% |
| 30D | +95.0% | +14.8% | +80.2% | +86.8% |
| 3M | +27.8% | +16.3% | +11.5% | +24.7% |
| 6M | +121.0% | +66.2% | +54.7% | +91.2% |
| YTD | -78.1% | +16.2% | -94.4% | -79.2% |
| 1Y | -94.3% | +21.8% | -116.1% | -94.6% |
| 3Y | -98.9% | -23.9% | -75.0% | -98.9% |
| 5Y | -99.7% | -23.1% | -76.6% | -99.7% |
| 10Y | -98.2% | +128.7% | -226.9% | -98.0% |
| All | -94.7% | +178.0% | -272.7% | -93.7% |
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