-98.6%
FCUV vs TAP
-49.9%
-48.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.4% |
| 7D | -66.5% | -3.9% | -62.6% | -66.8% |
| 30D | +5.0% | -5.3% | +10.2% | +3.7% |
| 3M | +63.8% | -3.8% | +67.6% | +62.5% |
| 6M | -67.8% | -11.4% | -56.5% | -68.4% |
| YTD | -82.4% | -13.7% | -68.7% | -82.7% |
| 1Y | -94.7% | -17.2% | -77.6% | -94.9% |
| 3Y | -99.3% | -33.1% | -66.2% | -99.3% |
| 5Y | -99.9% | +0.8% | -100.6% | -99.8% |
| All | -98.6% | -49.9% | -48.7% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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