-98.0%
FCUV vs URA
-32.2%
-65.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.1% | -6.5% | -7.8% |
| 7D | -8.6% | -10.5% | +2.0% | -11.6% |
| 30D | -25.9% | -18.6% | -7.3% | -30.7% |
| 3M | -69.8% | -23.0% | -46.8% | -71.5% |
| 6M | -31.6% | -40.3% | +8.7% | -29.8% |
| YTD | -90.1% | -23.5% | -66.7% | -89.8% |
| 1Y | -98.0% | -31.1% | -66.9% | -97.8% |
| All | -98.0% | -32.2% | -65.8% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling