-99.4%
FCUV vs JAAA
+29.3%
-128.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.1% |
| 7D | -63.8% | +0.1% | -63.9% | -63.9% |
| 30D | -14.7% | +0.5% | -15.1% | -16.1% |
| 3M | +65.3% | +1.2% | +64.1% | +58.5% |
| 6M | -68.5% | +2.7% | -71.2% | -71.2% |
| YTD | -83.0% | +3.2% | -86.2% | -84.6% |
| 1Y | -94.4% | +4.8% | -99.2% | -95.2% |
| 3Y | -99.3% | +19.0% | -118.3% | -99.5% |
| 5Y | -99.9% | +26.8% | -126.6% | -99.9% |
| All | -99.4% | +29.3% | -128.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling