-94.7%
FCUV vs TAP
-26.6%
-68.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +3.2% | +132.8% | +136.2% |
| 7D | +148.8% | +1.3% | +147.5% | +148.5% |
| 30D | +95.0% | +5.7% | +89.3% | +96.0% |
| 3M | +27.8% | -1.9% | +29.7% | +26.0% |
| 6M | +121.0% | +0.9% | +120.0% | +119.6% |
| YTD | -78.1% | -9.5% | -68.6% | -78.6% |
| 1Y | -94.3% | -9.0% | -85.3% | -94.4% |
| 3Y | -98.9% | -22.2% | -76.7% | -99.0% |
| 5Y | -99.7% | +1.2% | -100.9% | -99.7% |
| 10Y | -98.2% | -46.1% | -52.1% | -98.4% |
| All | -94.7% | -26.6% | -68.1% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling