-96.4%
FCUV vs IRE
-82.8%
-13.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +10.2% | -75.5% | -64.1% |
| 7D | -47.9% | +58.9% | -106.8% | -44.4% |
| 30D | +13.7% | +17.2% | -3.5% | +19.1% |
| 3M | +97.0% | -58.6% | +155.6% | +111.5% |
| 6M | -66.1% | -23.5% | -42.6% | -66.0% |
| YTD | -81.8% | -47.4% | -34.3% | -80.8% |
| All | -96.4% | -82.8% | -13.5% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling