-99.9%
FCUV vs TAP
-2.5%
-97.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -6.9% |
| 7D | -63.8% | -5.1% | -58.7% | -63.3% |
| 30D | -14.7% | -8.4% | -6.2% | -13.7% |
| 3M | +65.3% | -3.9% | +69.2% | +66.7% |
| 6M | -68.5% | -14.4% | -54.1% | -68.1% |
| YTD | -83.0% | -14.7% | -68.3% | -82.9% |
| 1Y | -94.4% | -18.7% | -75.7% | -94.3% |
| 3Y | -99.3% | -32.6% | -66.6% | -99.2% |
| All | -99.9% | -2.5% | -97.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling