-99.3%
FCUV vs Z
-37.2%
-62.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.7% |
| 7D | -63.8% | -7.1% | -56.7% | -60.3% |
| 30D | -14.7% | -4.8% | -9.9% | -7.8% |
| 3M | +65.3% | -9.3% | +74.6% | +81.4% |
| 6M | -68.5% | -29.0% | -39.5% | -62.7% |
| YTD | -83.0% | -52.9% | -30.2% | -77.8% |
| 1Y | -94.4% | -63.1% | -31.3% | -92.4% |
| All | -99.3% | -37.2% | -62.1% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling