-99.8%
FCUV vs USHY
+20.9%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | -66.5% | -0.7% | -65.8% | -65.9% |
| 30D | +5.0% | -0.7% | +5.6% | +6.7% |
| 3M | +63.8% | +0.1% | +63.7% | +62.4% |
| 6M | -67.8% | +1.8% | -69.6% | -69.6% |
| YTD | -82.4% | +1.8% | -84.2% | -83.2% |
| 1Y | -94.7% | +3.3% | -98.0% | -95.2% |
| 3Y | -99.3% | +27.0% | -126.2% | -99.6% |
| All | -99.8% | +20.9% | -120.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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