-95.9%
FCUV vs TROW
+104.5%
-200.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -72.0% | -3.0% | -69.0% | -72.0% |
| 30D | -8.0% | -5.5% | -2.5% | -8.0% |
| 3M | +66.3% | +2.3% | +64.0% | +57.8% |
| 6M | -75.3% | +23.9% | -99.2% | -78.4% |
| YTD | -83.0% | +7.9% | -90.9% | -84.1% |
| 1Y | -94.7% | +6.1% | -100.8% | -95.0% |
| 3Y | -99.3% | +13.8% | -113.1% | -99.3% |
| 5Y | -99.9% | -38.2% | -61.7% | -99.9% |
| 10Y | -98.6% | +131.3% | -229.9% | -99.1% |
| All | -95.9% | +104.5% | -200.4% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling