-97.8%
FCUV vs M
-33.2%
-64.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.6% |
| 7D | -15.3% | +5.0% | -20.3% | -16.0% |
| 30D | -29.7% | +10.6% | -40.4% | -30.9% |
| 3M | -54.5% | +1.6% | -56.1% | -54.5% |
| 6M | -26.7% | +30.8% | -57.6% | -29.6% |
| YTD | -91.0% | +16.9% | -107.9% | -91.2% |
| 1Y | -98.0% | +26.3% | -124.3% | -98.1% |
| 3Y | -99.5% | +158.6% | -258.2% | -99.6% |
| 5Y | -99.9% | +2.1% | -102.0% | -99.9% |
| 10Y | -99.3% | -4.3% | -94.9% | -99.4% |
| All | -97.8% | -33.2% | -64.6% | -98.0% |
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