-99.3%
FCUV vs RUN
-29.4%
-69.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +3.7% | -68.9% | -65.7% |
| 7D | -47.9% | +10.2% | -58.1% | -49.0% |
| 30D | +13.7% | -9.6% | +23.3% | +13.9% |
| 3M | +97.0% | -31.5% | +128.5% | +101.7% |
| 6M | -66.1% | -18.7% | -47.4% | -66.1% |
| YTD | -81.8% | -49.9% | -31.9% | -80.8% |
| 1Y | -93.3% | -45.5% | -47.8% | -93.0% |
| 3Y | -99.2% | -34.1% | -65.1% | -99.3% |
| 5Y | -99.9% | -79.4% | -20.4% | -99.9% |
| 10Y | -98.5% | +48.9% | -147.5% | -98.5% |
| All | -99.3% | -29.4% | -69.9% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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