-95.9%
FCUV vs WY
+5.1%
-101.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.8% |
| 7D | -63.8% | -1.7% | -62.1% | -63.0% |
| 30D | -14.7% | -9.9% | -4.8% | -9.0% |
| 3M | +65.3% | -7.5% | +72.8% | +76.3% |
| 6M | -68.5% | -5.1% | -63.3% | -66.6% |
| YTD | -83.0% | -2.1% | -80.9% | -82.2% |
| 1Y | -94.4% | -7.3% | -87.1% | -94.1% |
| 3Y | -99.3% | -22.6% | -76.6% | -99.2% |
| 5Y | -99.9% | -19.8% | -80.1% | -99.8% |
| 10Y | -98.6% | +9.6% | -108.2% | -98.4% |
| All | -95.9% | +5.1% | -101.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling