-99.3%
FCUV vs TAP
-33.0%
-66.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -7.0% |
| 7D | -63.8% | -5.1% | -58.7% | -63.7% |
| 30D | -14.7% | -8.4% | -6.2% | -15.3% |
| 3M | +65.3% | -3.9% | +69.2% | +65.4% |
| 6M | -68.5% | -14.4% | -54.1% | -69.1% |
| YTD | -83.0% | -14.7% | -68.3% | -83.3% |
| 1Y | -94.4% | -18.7% | -75.7% | -94.5% |
| All | -99.3% | -33.0% | -66.2% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling