-97.7%
FCUV vs TAP
-28.9%
-68.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | +2.4% | -6.3% | +8.7% | +1.6% |
| 30D | -25.9% | +2.7% | -28.6% | -25.6% |
| 3M | -44.8% | -3.7% | -41.0% | -45.5% |
| 6M | -3.5% | -2.0% | -1.4% | -4.2% |
| YTD | -90.7% | -12.3% | -78.4% | -90.9% |
| 1Y | -97.9% | -10.1% | -87.8% | -97.9% |
| 3Y | -99.5% | -25.3% | -74.3% | -99.6% |
| 5Y | -99.9% | -1.9% | -97.9% | -99.9% |
| 10Y | -99.3% | -47.8% | -51.4% | -99.3% |
| All | -97.7% | -28.9% | -68.9% | -97.5% |
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