-98.2%
FCUV vs STZ
+13.4%
-111.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.7% | +135.3% | +135.9% |
| 7D | +148.8% | +2.6% | +146.2% | +147.9% |
| 30D | +95.0% | +15.2% | +79.8% | +90.4% |
| 3M | +27.8% | +7.6% | +20.2% | +27.6% |
| 6M | +121.0% | +5.3% | +115.7% | +121.7% |
| YTD | -78.1% | +8.6% | -86.8% | -78.1% |
| 1Y | -94.3% | +15.6% | -109.8% | -94.3% |
| 3Y | -98.9% | -35.2% | -63.8% | -98.9% |
| 5Y | -99.7% | -29.1% | -70.6% | -99.7% |
| All | -98.2% | +13.4% | -111.6% | -98.1% |
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