-99.0%
FCUV vs S
-56.8%
-42.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.4% | -14.1% | -13.8% |
| 7D | +62.8% | -7.7% | +70.5% | +66.5% |
| 30D | +66.5% | -5.3% | +71.8% | +66.1% |
| 3M | +459.9% | +20.3% | +439.7% | +409.7% |
| 6M | -12.4% | +47.4% | -59.7% | -27.4% |
| YTD | -47.5% | +32.5% | -80.1% | -54.6% |
| 1Y | -80.5% | +9.5% | -90.0% | -82.2% |
| 3Y | -97.6% | +15.5% | -113.2% | -98.1% |
| 5Y | -99.5% | -71.2% | -28.3% | -99.3% |
| All | -99.0% | -56.8% | -42.2% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling