-95.9%
FCUV vs USFR
+28.2%
-124.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -63.8% | +0.1% | -63.8% | -63.7% |
| 30D | -14.7% | +0.3% | -15.0% | -14.6% |
| 3M | +65.3% | +1.0% | +64.3% | +65.7% |
| 6M | -68.5% | +1.9% | -70.4% | -68.3% |
| YTD | -83.0% | +2.7% | -85.7% | -82.9% |
| 1Y | -94.4% | +4.0% | -98.4% | -94.3% |
| 3Y | -99.3% | +14.0% | -113.3% | -99.2% |
| 5Y | -99.9% | +20.4% | -120.3% | -99.8% |
| 10Y | -98.6% | +28.0% | -126.6% | -98.5% |
| All | -95.9% | +28.2% | -124.0% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling