-99.9%
FCUV vs S
-71.0%
-28.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.1% | -7.1% | -7.0% |
| 7D | -63.8% | -1.2% | -62.5% | -63.0% |
| 30D | -14.7% | -12.6% | -2.1% | -10.6% |
| 3M | +65.3% | +27.6% | +37.8% | +52.6% |
| 6M | -68.5% | +35.5% | -104.0% | -71.9% |
| YTD | -83.0% | +29.6% | -112.6% | -84.7% |
| 1Y | -94.4% | +8.1% | -102.5% | -94.7% |
| 3Y | -99.3% | +14.8% | -114.0% | -99.4% |
| All | -99.9% | -71.0% | -28.9% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling