-98.6%
FCUV vs TXT
+107.7%
-206.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.0% | +3.1% |
| 7D | -66.5% | +2.5% | -68.9% | -66.6% |
| 30D | +5.0% | -8.9% | +13.8% | +5.7% |
| 3M | +63.8% | -13.6% | +77.4% | +66.9% |
| 6M | -67.8% | -13.1% | -54.7% | -67.3% |
| YTD | -82.4% | -7.0% | -75.4% | -82.3% |
| 1Y | -94.7% | -1.4% | -93.3% | -94.8% |
| 3Y | -99.3% | +7.0% | -106.2% | -99.3% |
| 5Y | -99.9% | +15.4% | -115.3% | -99.9% |
| All | -98.6% | +107.7% | -206.3% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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