-99.2%
FCUV vs M
-6.5%
-92.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.2% |
| 7D | -4.7% | -3.3% | -1.4% | -4.3% |
| 30D | -23.2% | +8.1% | -31.3% | -24.2% |
| 3M | -49.2% | +2.2% | -51.4% | -49.2% |
| 6M | -9.2% | +35.1% | -44.3% | -13.4% |
| YTD | -90.6% | +15.8% | -106.4% | -90.8% |
| 1Y | -97.9% | +25.8% | -123.7% | -98.0% |
| 3Y | -99.5% | +156.2% | -255.8% | -99.6% |
| 5Y | -99.9% | -2.4% | -97.5% | -99.9% |
| All | -99.2% | -6.5% | -92.7% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling