-94.3%
FCUV vs Z
-58.2%
-36.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +3.5% | +132.5% | +132.8% |
| 7D | +148.8% | +0.8% | +147.9% | +148.8% |
| 30D | +95.0% | +5.2% | +89.9% | +77.3% |
| 3M | +27.8% | -17.0% | +44.8% | +62.7% |
| 6M | +121.0% | -22.7% | +143.6% | +188.8% |
| YTD | -78.1% | -56.3% | -21.8% | -66.3% |
| 1Y | -94.3% | -57.7% | -36.6% | -91.4% |
| All | -94.3% | -58.2% | -36.0% | -91.4% |
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