-98.9%
FCUV vs OUST
+594.6%
-693.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -8.5% | +144.5% | +138.4% |
| 7D | +148.8% | -3.8% | +152.5% | +146.4% |
| 30D | +95.0% | +5.1% | +90.0% | +83.8% |
| 3M | +27.8% | -25.8% | +53.6% | +29.1% |
| 6M | +121.0% | -2.0% | +123.0% | +89.3% |
| YTD | -78.1% | +54.7% | -132.9% | -84.3% |
| 1Y | -94.3% | +48.8% | -143.1% | -95.9% |
| 3Y | -98.9% | +607.8% | -706.7% | -99.4% |
| All | -98.9% | +594.6% | -693.5% | -99.4% |
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