-99.9%
FCUV vs URA
+37.5%
-137.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.7% |
| 7D | -4.7% | +2.9% | -7.6% | -5.5% |
| 30D | -23.2% | -10.8% | -12.4% | -20.8% |
| 3M | -49.2% | -25.5% | -23.6% | -46.2% |
| 6M | -9.2% | -41.2% | +32.0% | +4.9% |
| YTD | -90.6% | -21.3% | -69.3% | -90.6% |
| 1Y | -97.9% | -25.7% | -72.2% | -97.9% |
| 3Y | -99.5% | +43.1% | -142.6% | -99.7% |
| 5Y | -99.9% | +35.6% | -135.5% | -99.9% |
| All | -99.9% | +37.5% | -137.4% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling