-17.4%
AA vs FCUV
-99.7%
+82.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +136.0% | -137.8% | -2.6% |
| 7D | +0.5% | +148.8% | -148.3% | -0.4% |
| 30D | -0.6% | +95.0% | -95.6% | -1.3% |
| 3M | -19.7% | +27.8% | -47.5% | -20.4% |
| 6M | -41.6% | +121.0% | -162.6% | -44.0% |
| YTD | -24.6% | -78.1% | +53.5% | -24.2% |
| 1Y | +4.9% | -94.3% | +99.1% | +9.3% |
| 3Y | +66.8% | -98.9% | +165.7% | +88.0% |
| All | -17.4% | -99.7% | +82.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling