-99.6%
FCUV vs VSXY
+37.7%
-137.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.5% | -3.5% | -6.4% |
| 7D | -63.8% | -10.7% | -53.0% | -63.7% |
| 30D | -14.7% | -24.3% | +9.6% | -11.8% |
| 3M | +65.3% | +1.0% | +64.3% | +57.4% |
| 6M | -68.5% | +57.4% | -125.8% | -74.2% |
| YTD | -83.0% | +39.8% | -122.8% | -85.6% |
| 1Y | -94.4% | +196.5% | -290.9% | -96.1% |
| 3Y | -99.3% | +357.2% | -456.5% | -99.6% |
| 5Y | -99.9% | +18.9% | -118.7% | -99.9% |
| All | -99.6% | +37.7% | -137.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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