-80.5%
FCUV vs M
+46.1%
-126.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.6% | -16.2% | -14.4% |
| 7D | +62.8% | +4.7% | +58.1% | +60.6% |
| 30D | +66.5% | -9.6% | +76.1% | +71.4% |
| 3M | +459.9% | +0.9% | +459.1% | +431.1% |
| 6M | -12.4% | +22.3% | -34.6% | -30.2% |
| YTD | -47.5% | +6.5% | -54.1% | -52.4% |
| 1Y | -80.5% | +38.8% | -119.3% | -84.6% |
| All | -80.5% | +46.1% | -126.6% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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