-99.3%
FCUV vs GNRC
+61.6%
-160.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.8% |
| 7D | -66.5% | -0.2% | -66.3% | -66.6% |
| 30D | +5.0% | -15.7% | +20.7% | +7.5% |
| 3M | +63.8% | -27.3% | +91.1% | +60.5% |
| 6M | -67.8% | -12.1% | -55.8% | -70.0% |
| YTD | -82.4% | +37.1% | -119.5% | -85.3% |
| 1Y | -94.7% | -0.5% | -94.3% | -95.3% |
| 3Y | -99.3% | +61.5% | -160.8% | -99.4% |
| All | -99.3% | +61.6% | -160.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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