-87.2%
FCUV vs STZ
+65.3%
-152.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.7% | -13.0% | -13.6% |
| 7D | +62.8% | -1.9% | +64.8% | +63.2% |
| 30D | +66.5% | -1.9% | +68.4% | +65.8% |
| 3M | +459.9% | -6.2% | +466.2% | +463.4% |
| 6M | -12.4% | -14.0% | +1.6% | -10.4% |
| YTD | -47.5% | -5.1% | -42.4% | -47.0% |
| 1Y | -80.5% | -9.6% | -70.9% | -80.2% |
| 3Y | -97.6% | -47.2% | -50.4% | -97.5% |
| 5Y | -99.5% | -33.6% | -66.0% | -99.5% |
| 10Y | -95.8% | -9.8% | -86.0% | -95.5% |
| All | -87.2% | +65.3% | -152.6% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling