-99.8%
FCUV vs TXG
-62.8%
-37.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | -0.1% | +2.6% |
| 7D | -66.5% | +9.5% | -76.0% | -67.7% |
| 30D | +5.0% | +18.8% | -13.8% | -0.5% |
| 3M | +63.8% | +136.1% | -72.3% | +21.1% |
| 6M | -67.8% | +235.2% | -303.1% | -79.8% |
| YTD | -82.4% | +320.5% | -402.9% | -89.8% |
| 1Y | -94.7% | +425.2% | -519.9% | -97.2% |
| 3Y | -99.3% | +42.9% | -142.1% | -99.5% |
| All | -99.8% | -62.8% | -37.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling