+122.7%
HOOD vs FCUV
-99.7%
+222.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +136.0% | -140.3% | -6.1% |
| 7D | -3.8% | +148.8% | -152.5% | -5.7% |
| 30D | -23.0% | +95.0% | -118.0% | -24.2% |
| 3M | -21.6% | +27.8% | -49.4% | -22.8% |
| 6M | +1.4% | +121.0% | -119.5% | -6.0% |
| YTD | -31.2% | -78.1% | +47.0% | -29.9% |
| 1Y | -35.9% | -94.3% | +58.3% | -30.3% |
| 3Y | +836.9% | -98.9% | +935.9% | +961.1% |
| All | +122.7% | -99.7% | +222.4% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling