-98.6%
FCUV vs ZBRA
+435.2%
-533.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.4% | +2.6% |
| 7D | -66.5% | -3.4% | -63.1% | -65.4% |
| 30D | +5.0% | -7.4% | +12.4% | +9.8% |
| 3M | +63.8% | +57.5% | +6.3% | +36.5% |
| 6M | -67.8% | +64.0% | -131.8% | -73.7% |
| YTD | -82.4% | +44.3% | -126.7% | -85.1% |
| 1Y | -94.7% | +10.9% | -105.6% | -95.1% |
| 3Y | -99.3% | +37.5% | -136.8% | -99.4% |
| 5Y | -99.9% | -39.7% | -60.2% | -99.9% |
| All | -98.6% | +435.2% | -533.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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