-98.6%
FCUV vs SHAK
+87.2%
-185.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +2.8% |
| 7D | -66.5% | -8.3% | -58.2% | -65.7% |
| 30D | +5.0% | -12.6% | +17.6% | +7.8% |
| 3M | +63.8% | +9.1% | +54.7% | +62.1% |
| 6M | -67.8% | -31.2% | -36.6% | -66.2% |
| YTD | -82.4% | -21.6% | -60.8% | -81.9% |
| 1Y | -94.7% | -38.8% | -56.0% | -94.4% |
| 3Y | -99.3% | +0.6% | -99.9% | -99.3% |
| 5Y | -99.9% | -22.5% | -77.3% | -99.9% |
| All | -98.6% | +87.2% | -185.8% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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