-44.3%
FLUT vs FCUV
-99.2%
+55.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.7% | -1.3% |
| 7D | -2.6% | -63.8% | +61.2% | -2.2% |
| 30D | +5.4% | -14.7% | +20.0% | +5.1% |
| 3M | -10.8% | +65.3% | -76.1% | -13.8% |
| 6M | -9.2% | -68.5% | +59.3% | -10.9% |
| YTD | -53.8% | -83.0% | +29.2% | -54.2% |
| 1Y | -66.0% | -94.4% | +28.4% | -65.8% |
| All | -44.3% | -99.2% | +55.0% | -37.9% |
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