+117.0%
AA vs FCUV
-98.6%
+215.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | -0.1% |
| 7D | -3.4% | -66.5% | +63.0% | -3.2% |
| 30D | -5.8% | +5.0% | -10.8% | -6.0% |
| 3M | -29.9% | +63.8% | -93.7% | -31.0% |
| 6M | -27.0% | -67.8% | +40.8% | -27.9% |
| YTD | -8.7% | -82.4% | +73.7% | -9.6% |
| 1Y | +50.6% | -94.7% | +145.4% | +49.7% |
| 3Y | +74.1% | -99.3% | +173.3% | +73.0% |
| 5Y | +2.6% | -99.9% | +102.5% | +2.3% |
| All | +117.0% | -98.6% | +215.5% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling