+242.3%
ACWI vs FCUV
-87.2%
+329.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.6% | 0.0% |
| 7D | +0.5% | +62.8% | -62.3% | +0.4% |
| 30D | +0.9% | +66.5% | -65.6% | +0.7% |
| 3M | +2.4% | +459.9% | -457.6% | +1.5% |
| 6M | +12.4% | -12.4% | +24.7% | +11.6% |
| YTD | +15.2% | -47.5% | +62.7% | +14.5% |
| 1Y | +22.7% | -80.5% | +103.2% | +22.2% |
| 3Y | +75.8% | -97.6% | +173.4% | +74.9% |
| 5Y | +67.7% | -99.5% | +167.3% | +67.1% |
| 10Y | +229.0% | -95.8% | +324.7% | +228.4% |
| All | +242.3% | -87.2% | +329.5% | +243.7% |
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 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