-99.9%
FCUV vs URA
+132.7%
-232.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.3% | -5.7% | -6.7% |
| 7D | -63.8% | +5.7% | -69.5% | -64.8% |
| 30D | -14.7% | +5.6% | -20.3% | -17.4% |
| 3M | +65.3% | +6.2% | +59.1% | +56.7% |
| 6M | -68.5% | -8.2% | -60.2% | -68.7% |
| YTD | -83.0% | +9.7% | -92.7% | -84.3% |
| 1Y | -94.4% | +17.0% | -111.4% | -95.1% |
| 3Y | -99.3% | +118.5% | -217.7% | -99.5% |
| 5Y | -99.9% | +134.3% | -234.2% | -99.9% |
| All | -99.9% | +132.7% | -232.6% | -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