-80.5%
FCUV vs WYNN
-26.4%
-54.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | 0.0% | -13.6% | -13.7% |
| 7D | +62.8% | -3.9% | +66.7% | +64.2% |
| 30D | +66.5% | -9.3% | +75.8% | +69.3% |
| 3M | +459.9% | -11.4% | +471.4% | +479.4% |
| 6M | -12.4% | -11.0% | -1.4% | -9.4% |
| YTD | -47.5% | -23.4% | -24.2% | -35.8% |
| 1Y | -80.5% | -24.8% | -55.7% | -76.5% |
| All | -80.5% | -26.4% | -54.1% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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