-98.6%
FCUV vs WU
-39.1%
-59.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.7% |
| 7D | -66.5% | -3.5% | -63.0% | -68.8% |
| 30D | +5.0% | -2.9% | +7.9% | -2.2% |
| 3M | +63.8% | -2.3% | +66.1% | +60.7% |
| 6M | -67.8% | -25.4% | -42.5% | -65.9% |
| YTD | -82.4% | -21.2% | -61.2% | -81.6% |
| 1Y | -94.7% | -8.9% | -85.9% | -94.7% |
| 3Y | -99.3% | -29.0% | -70.3% | -99.2% |
| 5Y | -99.9% | -50.7% | -49.1% | -99.8% |
| All | -98.6% | -39.1% | -59.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling