-98.2%
FCUV vs Z
-16.5%
-81.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +3.5% | +132.5% | +135.3% |
| 7D | +148.8% | +0.8% | +147.9% | +149.0% |
| 30D | +95.0% | +5.2% | +89.9% | +92.1% |
| 3M | +27.8% | -17.0% | +44.8% | +34.6% |
| 6M | +121.0% | -22.7% | +143.6% | +135.2% |
| YTD | -78.1% | -56.3% | -21.8% | -74.7% |
| 1Y | -94.3% | -57.7% | -36.6% | -93.3% |
| 3Y | -98.9% | -16.5% | -82.4% | -98.9% |
| 5Y | -99.7% | -53.4% | -46.3% | -99.7% |
| All | -98.2% | -16.5% | -81.8% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling