-98.6%
FCUV vs Z
-6.2%
-92.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.0% |
| 7D | -72.0% | -11.6% | -60.4% | -70.6% |
| 30D | -8.0% | -8.5% | +0.5% | -4.1% |
| 3M | +66.3% | -7.9% | +74.2% | +73.0% |
| 6M | -75.3% | -29.1% | -46.2% | -73.2% |
| YTD | -83.0% | -54.2% | -28.8% | -80.3% |
| 1Y | -94.7% | -63.5% | -31.1% | -93.7% |
| 3Y | -99.3% | -38.6% | -60.6% | -99.2% |
| 5Y | -99.9% | -66.0% | -33.9% | -99.8% |
| All | -98.6% | -6.2% | -92.4% | -98.2% |
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 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