+86.1%
WULF vs FCUV
-81.1%
+167.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.7% | +15.4% | +1.8% |
| 7D | +7.6% | +62.8% | -55.3% | +7.4% |
| 30D | -8.6% | +66.5% | -75.1% | -8.7% |
| 3M | -37.0% | +459.9% | -496.9% | -37.3% |
| 6M | +7.4% | -12.4% | +19.8% | +13.8% |
| YTD | +43.7% | -47.5% | +91.2% | +58.1% |
| 1Y | +86.1% | -80.5% | +166.6% | +102.0% |
| All | +86.1% | -81.1% | +167.2% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling