-99.0%
FCUV vs USHY
+50.4%
-149.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -6.8% |
| 7D | -63.8% | -0.1% | -63.6% | -63.7% |
| 30D | -14.7% | 0.0% | -14.6% | -14.6% |
| 3M | +65.3% | +0.8% | +64.5% | +63.3% |
| 6M | -68.5% | +1.9% | -70.4% | -69.3% |
| YTD | -83.0% | +2.3% | -85.3% | -83.5% |
| 1Y | -94.4% | +4.1% | -98.6% | -94.7% |
| 3Y | -99.3% | +27.8% | -127.1% | -99.4% |
| 5Y | -99.9% | +21.5% | -121.4% | -99.9% |
| All | -99.0% | +50.4% | -149.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling