-99.9%
FCUV vs GAP
+3.0%
-102.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | -72.0% | -6.3% | -65.6% | -71.6% |
| 30D | -8.0% | -0.2% | -7.8% | -8.1% |
| 3M | +66.3% | 0.0% | +66.2% | +66.1% |
| 6M | -75.3% | -8.1% | -67.2% | -74.8% |
| YTD | -83.0% | -16.5% | -66.5% | -82.2% |
| 1Y | -94.7% | -10.5% | -84.2% | -94.5% |
| 3Y | -99.3% | +104.0% | -203.2% | -99.4% |
| 5Y | -99.9% | +6.8% | -106.6% | -99.9% |
| All | -99.9% | +3.0% | -102.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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