-99.9%
FCUV vs MTB
+101.1%
-200.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | -72.0% | -0.4% | -71.5% | -71.7% |
| 30D | -8.0% | -4.6% | -3.4% | -5.2% |
| 3M | +66.3% | +7.4% | +58.8% | +60.5% |
| 6M | -75.3% | +18.7% | -94.0% | -77.6% |
| YTD | -83.0% | +21.1% | -104.0% | -84.7% |
| 1Y | -94.7% | +24.1% | -118.7% | -95.2% |
| 3Y | -99.3% | +115.3% | -214.6% | -99.5% |
| 5Y | -99.9% | +106.0% | -205.9% | -99.9% |
| All | -99.9% | +101.1% | -200.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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