-98.6%
FCUV vs TROW
+130.0%
-228.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.3% |
| 7D | -66.5% | -3.2% | -63.3% | -66.5% |
| 30D | +5.0% | -4.6% | +9.6% | +5.0% |
| 3M | +63.8% | -0.7% | +64.4% | +55.7% |
| 6M | -67.8% | +22.2% | -90.0% | -72.2% |
| YTD | -82.4% | +6.6% | -89.0% | -83.7% |
| 1Y | -94.7% | +5.8% | -100.6% | -95.1% |
| 3Y | -99.3% | +11.6% | -110.9% | -99.3% |
| 5Y | -99.9% | -38.9% | -60.9% | -99.9% |
| All | -98.6% | +130.0% | -228.6% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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