-99.3%
FCUV vs FLR
+52.3%
-151.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.3% |
| 7D | -72.0% | -6.9% | -65.1% | -71.4% |
| 30D | -8.0% | +1.1% | -9.1% | -8.5% |
| 3M | +66.3% | +14.3% | +51.9% | +46.4% |
| 6M | -75.3% | +19.1% | -94.4% | -79.4% |
| YTD | -83.0% | +35.1% | -118.1% | -86.6% |
| 1Y | -94.7% | +29.5% | -124.1% | -95.7% |
| All | -99.3% | +52.3% | -151.6% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling