-87.2%
FCUV vs TAP
-27.2%
-60.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.2% | -13.5% | -13.7% |
| 7D | +62.8% | -2.3% | +65.2% | +62.1% |
| 30D | +66.5% | -2.1% | +68.6% | +66.3% |
| 3M | +459.9% | +6.6% | +453.3% | +466.5% |
| 6M | -12.4% | -11.5% | -0.9% | -13.8% |
| YTD | -47.5% | -10.3% | -37.3% | -48.1% |
| 1Y | -80.5% | -14.4% | -66.1% | -80.8% |
| 3Y | -97.6% | -28.3% | -69.4% | -97.7% |
| 5Y | -99.5% | +1.7% | -101.3% | -99.5% |
| 10Y | -95.8% | -49.2% | -46.5% | -96.2% |
| All | -87.2% | -27.2% | -60.1% | -85.6% |
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 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