+33.2%
AA vs FCUV
-87.2%
+120.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.5% | -2.1% |
| 7D | -0.7% | +62.8% | -63.5% | -0.9% |
| 30D | +5.0% | +66.5% | -61.5% | +4.7% |
| 3M | -35.8% | +459.9% | -495.8% | -37.0% |
| 6M | -18.4% | -12.4% | -6.0% | -19.5% |
| YTD | -5.5% | -47.5% | +42.1% | -6.6% |
| 1Y | +61.0% | -80.5% | +141.5% | +59.5% |
| 3Y | +66.2% | -97.6% | +163.9% | +64.8% |
| 5Y | +11.4% | -99.5% | +110.9% | +10.8% |
| 10Y | +116.9% | -95.8% | +212.6% | +111.7% |
| All | +33.2% | -87.2% | +120.5% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling