-99.8%
FCUV vs FLR
+238.1%
-338.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.0% | +2.9% |
| 7D | -66.5% | -3.5% | -63.0% | -66.2% |
| 30D | +5.0% | +4.2% | +0.8% | +3.5% |
| 3M | +63.8% | +8.1% | +55.7% | +50.7% |
| 6M | -67.8% | +21.5% | -89.4% | -72.5% |
| YTD | -82.4% | +36.8% | -119.2% | -85.5% |
| 1Y | -94.7% | +31.2% | -125.9% | -95.6% |
| 3Y | -99.3% | +53.9% | -153.1% | -99.4% |
| All | -99.8% | +238.1% | -338.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling