-98.0%
FCUV vs FLR
+2.5%
-100.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.5% |
| 7D | -8.6% | +1.4% | -9.9% | -8.6% |
| 30D | -25.9% | -5.9% | -20.0% | -25.9% |
| 3M | -69.8% | -7.6% | -62.2% | -69.2% |
| 6M | -31.6% | -9.3% | -22.3% | -31.9% |
| YTD | -90.1% | +20.1% | -110.3% | -92.2% |
| 1Y | -98.0% | +3.0% | -101.0% | -98.3% |
| All | -98.0% | +2.5% | -100.5% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling