-52.0%
ROKU vs FCUV
-99.8%
+47.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -0.4% | -66.5% | +66.0% | +0.6% |
| 30D | +2.1% | +5.0% | -2.9% | +1.2% |
| 3M | +29.5% | +63.8% | -34.3% | +20.8% |
| 6M | +53.8% | -67.8% | +121.6% | +52.6% |
| YTD | +42.8% | -82.4% | +125.2% | +45.7% |
| 1Y | +60.7% | -94.7% | +155.5% | +73.9% |
| 3Y | +83.9% | -99.3% | +183.1% | +118.4% |
| All | -52.0% | -99.8% | +47.8% | -33.2% |
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