-45.3%
FLUT vs FCUV
-98.9%
+53.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +136.0% | -137.0% | -1.9% |
| 7D | -0.7% | +148.8% | -149.5% | -1.6% |
| 30D | +9.3% | +95.0% | -85.8% | +8.4% |
| 3M | -17.5% | +27.8% | -45.3% | -18.2% |
| 6M | -14.6% | +121.0% | -135.6% | -18.0% |
| YTD | -62.3% | -78.1% | +15.9% | -62.8% |
| 1Y | -59.6% | -94.3% | +34.6% | -59.4% |
| 3Y | -45.3% | -98.9% | +53.6% | -37.7% |
| All | -45.3% | -98.9% | +53.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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