-99.6%
FCUV vs S
-51.7%
-47.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.4% | +136.4% | +136.2% |
| 7D | +148.8% | +2.0% | +146.8% | +145.9% |
| 30D | +95.0% | -2.7% | +97.8% | +95.4% |
| 3M | +27.8% | -6.9% | +34.7% | +28.5% |
| 6M | +121.0% | +38.1% | +82.9% | +88.4% |
| YTD | -78.1% | +48.0% | -126.1% | -82.1% |
| 1Y | -94.3% | +34.5% | -128.7% | -95.2% |
| 3Y | -98.9% | +38.3% | -137.2% | -99.2% |
| 5Y | -99.7% | -70.9% | -28.8% | -99.5% |
| All | -99.6% | -51.7% | -47.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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