-98.6%
FCUV vs STZ
-10.3%
-88.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -72.0% | -4.1% | -67.9% | -71.3% |
| 30D | -8.0% | -7.6% | -0.4% | -5.6% |
| 3M | +66.3% | -12.3% | +78.6% | +72.0% |
| 6M | -75.3% | -16.3% | -59.0% | -74.2% |
| YTD | -83.0% | -8.4% | -74.6% | -82.4% |
| 1Y | -94.7% | -10.8% | -83.8% | -94.5% |
| 3Y | -99.3% | -49.0% | -50.3% | -99.2% |
| 5Y | -99.9% | -36.5% | -63.4% | -99.8% |
| All | -98.6% | -10.3% | -88.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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