-99.2%
FCUV vs M
+120.4%
-219.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.6% | -62.6% | -64.5% |
| 7D | -47.9% | +2.4% | -50.3% | -47.5% |
| 30D | +13.7% | -11.6% | +25.3% | +19.1% |
| 3M | +97.0% | +1.6% | +95.4% | +95.2% |
| 6M | -66.1% | +25.2% | -91.3% | -69.0% |
| YTD | -81.8% | +3.8% | -85.5% | -82.1% |
| 1Y | -93.3% | +36.3% | -129.6% | -93.9% |
| 3Y | -99.2% | +116.3% | -215.6% | -99.4% |
| All | -99.2% | +120.4% | -219.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling