-99.4%
FCUV vs JAAA
+29.4%
-128.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.0% |
| 7D | -66.5% | +0.1% | -66.5% | -66.6% |
| 30D | +5.0% | +0.5% | +4.4% | +2.8% |
| 3M | +63.8% | +1.3% | +62.5% | +56.9% |
| 6M | -67.8% | +2.8% | -70.6% | -70.6% |
| YTD | -82.4% | +3.3% | -85.7% | -84.1% |
| 1Y | -94.7% | +4.9% | -99.7% | -95.5% |
| 3Y | -99.3% | +19.0% | -118.2% | -99.5% |
| 5Y | -99.9% | +26.9% | -126.7% | -99.9% |
| All | -99.4% | +29.4% | -128.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling