-99.8%
FCUV vs STZ
-37.6%
-62.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.8% |
| 7D | -66.5% | -4.5% | -62.0% | -64.1% |
| 30D | +5.0% | -8.6% | +13.6% | +13.2% |
| 3M | +63.8% | -13.8% | +77.6% | +81.0% |
| 6M | -67.8% | -17.2% | -50.7% | -63.5% |
| YTD | -82.4% | -9.4% | -73.0% | -80.9% |
| 1Y | -94.7% | -11.9% | -82.9% | -94.2% |
| 3Y | -99.3% | -49.6% | -49.7% | -99.0% |
| All | -99.8% | -37.6% | -62.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling