-95.9%
FCUV vs FLR
-5.1%
-90.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.9% | -6.8% |
| 7D | -63.8% | -3.1% | -60.6% | -63.7% |
| 30D | -14.7% | +4.9% | -19.6% | -14.9% |
| 3M | +65.3% | +10.8% | +54.5% | +62.7% |
| 6M | -68.5% | +19.7% | -88.2% | -69.3% |
| YTD | -83.0% | +38.4% | -121.4% | -83.6% |
| 1Y | -94.4% | +34.7% | -129.1% | -94.6% |
| 3Y | -99.3% | +56.7% | -155.9% | -99.3% |
| 5Y | -99.9% | +241.6% | -341.5% | -99.9% |
| 10Y | -98.6% | +20.2% | -118.8% | -98.7% |
| All | -95.9% | -5.1% | -90.7% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling