-99.5%
FCUV vs M
+155.4%
-254.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | -15.3% | +5.0% | -20.3% | -16.7% |
| 30D | -29.7% | +10.6% | -40.4% | -32.3% |
| 3M | -54.5% | +1.6% | -56.1% | -54.5% |
| 6M | -26.7% | +30.8% | -57.6% | -33.9% |
| YTD | -91.0% | +16.9% | -107.9% | -91.5% |
| 1Y | -98.0% | +26.3% | -124.3% | -98.2% |
| 3Y | -99.5% | +158.6% | -258.2% | -99.6% |
| All | -99.5% | +155.4% | -254.9% | -99.6% |
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 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