-99.3%
FCUV vs URA
+272.2%
-371.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -0.7% |
| 7D | +2.4% | +4.5% | -2.1% | +1.1% |
| 30D | -25.9% | -13.4% | -12.5% | -23.3% |
| 3M | -44.8% | -28.4% | -16.3% | -41.3% |
| 6M | -3.5% | -40.5% | +37.0% | +7.3% |
| YTD | -90.7% | -24.3% | -66.5% | -90.5% |
| 1Y | -97.9% | -28.8% | -69.0% | -97.8% |
| 3Y | -99.5% | +37.6% | -137.2% | -99.6% |
| 5Y | -99.9% | +30.7% | -130.6% | -99.9% |
| All | -99.3% | +272.2% | -371.5% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling