-98.6%
FCUV vs RJF
+429.3%
-527.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -66.5% | -2.7% | -63.8% | -65.9% |
| 30D | +5.0% | -4.3% | +9.2% | +7.4% |
| 3M | +63.8% | +15.7% | +48.1% | +57.8% |
| 6M | -67.8% | +17.8% | -85.6% | -69.4% |
| YTD | -82.4% | +9.2% | -91.6% | -82.8% |
| 1Y | -94.7% | +2.8% | -97.5% | -94.8% |
| 3Y | -99.3% | +69.5% | -168.7% | -99.4% |
| 5Y | -99.9% | +105.9% | -205.8% | -99.9% |
| All | -98.6% | +429.3% | -527.9% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling