-100.0%
SQQQ vs FCUV
-95.7%
-4.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -2.6% |
| 7D | +1.8% | -66.5% | +68.3% | +1.4% |
| 30D | +4.2% | +5.0% | -0.8% | +4.5% |
| 3M | -3.3% | +63.8% | -67.1% | -0.6% |
| 6M | -43.6% | -67.8% | +24.2% | -42.6% |
| YTD | -41.9% | -82.4% | +40.5% | -40.9% |
| 1Y | -50.6% | -94.7% | +44.1% | -50.1% |
| 3Y | -89.3% | -99.3% | +10.0% | -89.1% |
| 5Y | -94.8% | -99.9% | +5.1% | -94.7% |
| 10Y | -100.0% | -98.6% | -1.4% | -100.0% |
| All | -100.0% | -95.7% | -4.3% | -100.0% |
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