-98.5%
FCUV vs FTV
+89.3%
-187.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.8% | -64.5% | -65.0% |
| 7D | -47.9% | -0.4% | -47.5% | -47.6% |
| 30D | +13.7% | -8.3% | +22.0% | +16.4% |
| 3M | +97.0% | -7.4% | +104.4% | +100.2% |
| 6M | -66.1% | -1.2% | -64.9% | -66.2% |
| YTD | -81.8% | +2.7% | -84.5% | -82.0% |
| 1Y | -93.3% | +18.4% | -111.7% | -93.6% |
| 3Y | -99.2% | -2.0% | -97.2% | -99.2% |
| 5Y | -99.9% | +3.4% | -103.3% | -99.9% |
| 10Y | -98.5% | +78.5% | -177.0% | -98.4% |
| All | -98.5% | +89.3% | -187.9% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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