+250.7%
HOOD vs FCUV
-98.9%
+349.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | -1.9% |
| 7D | +17.1% | +62.8% | -45.7% | +16.3% |
| 30D | +31.6% | +66.5% | -34.9% | +30.4% |
| 3M | +38.2% | +459.9% | -421.7% | +28.7% |
| 6M | +48.5% | -12.4% | +60.9% | +44.0% |
| YTD | +8.0% | -47.5% | +55.5% | +6.4% |
| 1Y | +18.7% | -80.5% | +99.2% | +19.5% |
| 3Y | +999.1% | -97.6% | +1,096.7% | +1,013.1% |
| 5Y | +181.7% | -99.5% | +281.2% | +194.2% |
| All | +250.7% | -98.9% | +349.6% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling