-86.7%
FCUV vs WOLF
+57.5%
-144.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +5.6% | -19.3% | -12.1% |
| 7D | +62.8% | +9.7% | +53.2% | +67.8% |
| 30D | +66.5% | +12.5% | +54.0% | +80.0% |
| 3M | +459.9% | -57.7% | +517.7% | +429.6% |
| 6M | -12.4% | +37.7% | -50.1% | +0.5% |
| YTD | -47.5% | +62.8% | -110.4% | -40.5% |
| All | -86.7% | +57.5% | -144.2% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling