-97.7%
FCUV vs OUST
+554.0%
-651.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.7% | -15.3% | -14.2% |
| 7D | +62.8% | +5.2% | +57.6% | +60.5% |
| 30D | +66.5% | -19.3% | +85.8% | +77.0% |
| 3M | +459.9% | -22.6% | +482.6% | +459.0% |
| 6M | -12.4% | +62.8% | -75.2% | -32.2% |
| YTD | -47.5% | +68.3% | -115.9% | -59.9% |
| 1Y | -80.5% | +28.5% | -109.1% | -84.3% |
| All | -97.7% | +554.0% | -651.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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