+878.9%
WULF vs FCUV
-99.2%
+978.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.5% | +3.7% |
| 7D | +1.4% | -66.5% | +67.9% | +1.9% |
| 30D | -2.6% | +5.0% | -7.6% | -3.2% |
| 3M | -34.0% | +63.8% | -97.8% | -36.1% |
| 6M | +10.0% | -67.8% | +77.8% | +11.1% |
| YTD | +45.7% | -82.4% | +128.1% | +50.2% |
| 1Y | +57.3% | -94.7% | +152.1% | +67.9% |
| 3Y | +878.9% | -99.3% | +978.2% | +1,080.5% |
| All | +878.9% | -99.2% | +978.2% | +1,080.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling