-98.6%
FCUV vs URA
+346.2%
-444.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.3% | +6.5% | +4.1% |
| 7D | -66.5% | -5.5% | -61.0% | -66.5% |
| 30D | +5.0% | -3.7% | +8.7% | +4.2% |
| 3M | +63.8% | -2.9% | +66.7% | +59.8% |
| 6M | -67.8% | -15.2% | -52.6% | -67.6% |
| YTD | -82.4% | +1.9% | -84.3% | -83.2% |
| 1Y | -94.7% | +6.9% | -101.7% | -95.1% |
| 3Y | -99.3% | +99.6% | -198.9% | -99.4% |
| 5Y | -99.9% | +101.2% | -201.0% | -99.9% |
| All | -98.6% | +346.2% | -444.7% | -99.1% |
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