-98.6%
FCUV vs WY
+7.6%
-106.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.1% |
| 7D | -66.5% | -4.2% | -62.3% | -65.1% |
| 30D | +5.0% | -10.1% | +15.1% | +12.8% |
| 3M | +63.8% | -8.5% | +72.3% | +77.8% |
| 6M | -67.8% | -3.3% | -64.5% | -65.7% |
| YTD | -82.4% | -4.4% | -78.0% | -81.2% |
| 1Y | -94.7% | -11.5% | -83.3% | -94.3% |
| 3Y | -99.3% | -24.3% | -74.9% | -99.2% |
| 5Y | -99.9% | -21.3% | -78.5% | -99.8% |
| All | -98.6% | +7.6% | -106.1% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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