-98.6%
FCUV vs WYNN
+1.1%
-99.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | -66.5% | -4.2% | -62.3% | -66.4% |
| 30D | +5.0% | -14.6% | +19.6% | +6.0% |
| 3M | +63.8% | -18.4% | +82.2% | +65.9% |
| 6M | -67.8% | -11.9% | -55.9% | -67.6% |
| YTD | -82.4% | -26.6% | -55.8% | -82.0% |
| 1Y | -94.7% | -28.5% | -66.2% | -94.6% |
| 3Y | -99.3% | -5.1% | -94.1% | -99.3% |
| 5Y | -99.9% | -10.5% | -89.4% | -99.9% |
| All | -98.6% | +1.1% | -99.7% | -98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling