-9.2%
FCUV vs S
+45.4%
-54.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +2.7% |
| 7D | -4.7% | +1.2% | -5.9% | -6.2% |
| 30D | -23.2% | -7.3% | -15.8% | -18.6% |
| 3M | -49.2% | +5.9% | -55.0% | -57.2% |
| 6M | -9.2% | +45.6% | -54.8% | -59.5% |
| All | -9.2% | +45.4% | -54.6% | -59.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling