-96.6%
FCUV vs IRE
-84.0%
-12.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.8% | -0.2% | -7.8% |
| 7D | -63.8% | +29.0% | -92.8% | -62.0% |
| 30D | -14.7% | +24.2% | -38.9% | -10.4% |
| 3M | +65.3% | -53.2% | +118.5% | +75.4% |
| 6M | -68.5% | -36.0% | -32.4% | -68.3% |
| YTD | -83.0% | -51.0% | -32.0% | -82.3% |
| All | -96.6% | -84.0% | -12.6% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling