-87.2%
FCUV vs FIVE
+488.3%
-575.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +5.1% | -18.8% | -13.9% |
| 7D | +62.8% | +4.3% | +58.6% | +62.4% |
| 30D | +66.5% | +12.5% | +54.0% | +64.7% |
| 3M | +459.9% | +31.2% | +428.7% | +445.8% |
| 6M | -12.4% | +14.4% | -26.7% | -13.4% |
| YTD | -47.5% | +33.9% | -81.4% | -48.9% |
| 1Y | -80.5% | +65.1% | -145.6% | -81.4% |
| 3Y | -97.6% | +49.0% | -146.6% | -97.8% |
| 5Y | -99.5% | +30.3% | -129.8% | -99.6% |
| 10Y | -95.8% | +481.1% | -576.9% | -95.4% |
| All | -87.2% | +488.3% | -575.5% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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