+836.9%
HOOD vs FCUV
-98.9%
+935.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +136.0% | -140.3% | -5.3% |
| 7D | -3.8% | +148.8% | -152.5% | -4.8% |
| 30D | -23.0% | +95.0% | -118.0% | -23.6% |
| 3M | -21.6% | +27.8% | -49.4% | -22.2% |
| 6M | +1.4% | +121.0% | -119.5% | -2.1% |
| YTD | -31.2% | -78.1% | +47.0% | -29.3% |
| 1Y | -35.9% | -94.3% | +58.3% | -31.6% |
| 3Y | +836.9% | -98.9% | +935.9% | +893.5% |
| All | +836.9% | -98.9% | +935.9% | +893.5% |
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