-98.2%
FCUV vs URA
+266.3%
-364.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -1.6% | +137.6% | +136.4% |
| 7D | +148.8% | -1.5% | +150.3% | +148.8% |
| 30D | +95.0% | -10.4% | +105.5% | +99.6% |
| 3M | +27.8% | -29.6% | +57.4% | +36.1% |
| 6M | +121.0% | -40.3% | +161.2% | +144.4% |
| YTD | -78.1% | -25.5% | -52.7% | -77.6% |
| 1Y | -94.3% | -26.4% | -67.8% | -94.2% |
| 3Y | -98.9% | +31.4% | -130.4% | -99.1% |
| 5Y | -99.7% | +28.6% | -128.3% | -99.8% |
| All | -98.2% | +266.3% | -364.5% | -98.8% |
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 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