-99.9%
FCUV vs M
+27.6%
-127.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.6% | -62.6% | -64.4% |
| 7D | -47.9% | +2.4% | -50.3% | -47.5% |
| 30D | +13.7% | -11.6% | +25.3% | +19.3% |
| 3M | +97.0% | +1.6% | +95.4% | +96.1% |
| 6M | -66.1% | +25.2% | -91.3% | -68.6% |
| YTD | -81.8% | +3.8% | -85.5% | -82.0% |
| 1Y | -93.3% | +36.3% | -129.6% | -93.9% |
| 3Y | -99.2% | +116.3% | -215.6% | -99.4% |
| All | -99.9% | +27.6% | -127.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling