+57.3%
WULF vs FCUV
-94.5%
+151.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.5% | +3.7% |
| 7D | +1.4% | -66.5% | +67.9% | +1.4% |
| 30D | -2.6% | +5.0% | -7.6% | -2.8% |
| 3M | -34.0% | +63.8% | -97.8% | -33.8% |
| 6M | +10.0% | -67.8% | +77.8% | +15.7% |
| YTD | +45.7% | -82.4% | +128.1% | +57.9% |
| 1Y | +57.3% | -94.7% | +152.1% | +76.0% |
| All | +57.3% | -94.5% | +151.8% | +76.0% |
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