-99.3%
FCUV vs NYT
+56.2%
-155.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.3% |
| 7D | -66.5% | -0.6% | -65.9% | -66.4% |
| 30D | +5.0% | +4.6% | +0.4% | +5.3% |
| 3M | +63.8% | -9.6% | +73.4% | +59.7% |
| 6M | -67.8% | -14.0% | -53.8% | -68.5% |
| YTD | -82.4% | -2.8% | -79.6% | -83.7% |
| 1Y | -94.7% | +15.6% | -110.3% | -95.5% |
| 3Y | -99.3% | +56.3% | -155.6% | -99.5% |
| All | -99.3% | +56.2% | -155.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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