-94.7%
FCUV vs M
-34.2%
-60.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +1.5% | +134.5% | +135.8% |
| 7D | +148.8% | +7.0% | +141.8% | +146.6% |
| 30D | +95.0% | +8.9% | +86.1% | +92.5% |
| 3M | +27.8% | +4.5% | +23.3% | +27.5% |
| 6M | +121.0% | +36.2% | +84.8% | +111.2% |
| YTD | -78.1% | +15.1% | -93.3% | -78.6% |
| 1Y | -94.3% | +27.4% | -121.7% | -94.4% |
| 3Y | -98.9% | +160.1% | -259.1% | -99.0% |
| 5Y | -99.7% | -1.6% | -98.1% | -99.7% |
| 10Y | -98.2% | -7.7% | -90.6% | -98.5% |
| All | -94.7% | -34.2% | -60.5% | -95.1% |
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