-87.2%
FCUV vs M
-39.1%
-48.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +2.6% | -16.2% | -14.0% |
| 7D | +62.8% | +4.7% | +58.1% | +61.9% |
| 30D | +66.5% | -9.6% | +76.1% | +68.5% |
| 3M | +459.9% | +0.9% | +459.1% | +456.6% |
| 6M | -12.4% | +22.3% | -34.6% | -15.4% |
| YTD | -47.5% | +6.5% | -54.1% | -48.2% |
| 1Y | -80.5% | +38.8% | -119.3% | -81.4% |
| 3Y | -97.6% | +115.9% | -213.5% | -97.9% |
| 5Y | -99.5% | +28.6% | -128.2% | -99.6% |
| 10Y | -95.8% | -2.5% | -93.2% | -96.4% |
| All | -87.2% | -39.1% | -48.2% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling