-98.0%
FCUV vs Z
-54.2%
-43.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +9.4% | -16.9% | -14.6% |
| 7D | -8.6% | +10.2% | -18.7% | -16.5% |
| 30D | -25.9% | +23.7% | -49.6% | -41.8% |
| 3M | -69.8% | -6.6% | -63.3% | -64.7% |
| 6M | -31.6% | -23.0% | -8.6% | -13.1% |
| YTD | -90.1% | -50.3% | -39.8% | -86.1% |
| 1Y | -98.0% | -53.6% | -44.4% | -97.2% |
| All | -98.0% | -54.2% | -43.8% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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