-99.8%
FCUV vs TENB
-9.4%
-90.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.0% | +9.3% | +4.2% |
| 7D | -66.5% | -12.1% | -54.4% | -65.6% |
| 30D | +5.0% | -18.6% | +23.6% | +8.0% |
| 3M | +63.8% | +12.1% | +51.7% | +58.5% |
| 6M | -67.8% | +46.8% | -114.6% | -70.4% |
| YTD | -82.4% | +28.0% | -110.4% | -83.5% |
| 1Y | -94.7% | -1.4% | -93.3% | -94.9% |
| 3Y | -99.3% | -33.9% | -65.3% | -99.3% |
| 5Y | -99.9% | -34.6% | -65.2% | -99.9% |
| All | -99.8% | -9.4% | -90.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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