-99.3%
FCUV vs MKTX
-25.3%
-74.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | -66.5% | -0.2% | -66.2% | -66.5% |
| 30D | +5.0% | +0.7% | +4.2% | +4.9% |
| 3M | +63.8% | +40.8% | +23.0% | +52.4% |
| 6M | -67.8% | -8.0% | -59.8% | -67.3% |
| YTD | -82.4% | -8.7% | -73.7% | -82.1% |
| 1Y | -94.7% | -11.8% | -82.9% | -94.6% |
| 3Y | -99.3% | -24.0% | -75.2% | -99.2% |
| All | -99.3% | -25.3% | -74.0% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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