-98.6%
FCUV vs TDY
+479.2%
-577.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.0% | +2.8% |
| 7D | -66.5% | -1.1% | -65.3% | -66.1% |
| 30D | +5.0% | -12.0% | +17.0% | +10.4% |
| 3M | +63.8% | -3.2% | +67.0% | +66.1% |
| 6M | -67.8% | -7.9% | -60.0% | -66.8% |
| YTD | -82.4% | +18.2% | -100.6% | -83.1% |
| 1Y | -94.7% | +6.7% | -101.4% | -94.8% |
| 3Y | -99.3% | +47.5% | -146.8% | -99.3% |
| 5Y | -99.9% | +39.5% | -139.4% | -99.9% |
| All | -98.6% | +479.2% | -577.8% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling