-99.7%
FCUV vs OUST
-64.1%
-35.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -6.7% |
| 7D | -13.0% | +17.0% | -30.0% | -17.6% |
| 30D | -36.9% | -16.5% | -20.4% | -34.7% |
| 3M | -65.3% | -23.7% | -41.7% | -64.5% |
| 6M | -32.9% | +18.4% | -51.2% | -43.5% |
| YTD | -91.2% | +60.8% | -152.0% | -93.3% |
| 1Y | -98.2% | +44.2% | -142.4% | -98.6% |
| 3Y | -99.6% | +668.1% | -767.7% | -99.8% |
| 5Y | -99.9% | -48.8% | -51.0% | -99.9% |
| All | -99.7% | -64.1% | -35.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling