+231.8%
ACWI vs FCUV
-98.6%
+330.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | 0.0% | -63.8% | +63.7% | +0.1% |
| 30D | -0.6% | -14.7% | +14.1% | -0.7% |
| 3M | +4.3% | +65.3% | -61.0% | +3.3% |
| 6M | +12.7% | -68.5% | +81.2% | +11.9% |
| YTD | +13.9% | -83.0% | +97.0% | +13.3% |
| 1Y | +20.5% | -94.4% | +114.9% | +20.1% |
| 3Y | +76.5% | -99.3% | +175.8% | +75.8% |
| 5Y | +67.5% | -99.9% | +167.4% | +67.1% |
| 10Y | +231.8% | -98.6% | +330.5% | +229.4% |
| All | +231.8% | -98.6% | +330.5% | +229.4% |
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