-97.9%
FCUV vs Z
+25.1%
-123.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.1% | -11.5% | -13.3% |
| 7D | +62.8% | -3.0% | +65.8% | +63.9% |
| 30D | +66.5% | -4.2% | +70.7% | +68.0% |
| 3M | +459.9% | -3.7% | +463.6% | +463.0% |
| 6M | -12.4% | -24.5% | +12.1% | -8.9% |
| YTD | -47.5% | -49.3% | +1.8% | -42.6% |
| 1Y | -80.5% | -58.7% | -21.8% | -78.3% |
| 3Y | -97.6% | -34.1% | -63.5% | -97.5% |
| 5Y | -99.5% | -64.5% | -35.0% | -99.5% |
| 10Y | -95.8% | -0.5% | -95.3% | -94.9% |
| All | -97.9% | +25.1% | -123.0% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling