+229.0%
ACWI vs FCUV
-97.8%
+326.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.5% |
| 7D | -0.2% | -15.3% | +15.2% | -0.1% |
| 30D | -3.3% | -29.7% | +26.5% | -3.2% |
| 3M | -3.4% | -54.5% | +51.1% | -3.4% |
| 6M | +0.8% | -26.7% | +27.6% | +0.1% |
| YTD | +10.7% | -91.0% | +101.7% | +10.3% |
| 1Y | +11.6% | -98.0% | +109.6% | +11.5% |
| 3Y | +73.4% | -99.5% | +172.9% | +72.9% |
| 5Y | +60.2% | -99.9% | +160.0% | +59.9% |
| 10Y | +221.6% | -99.3% | +320.8% | +221.7% |
| All | +229.0% | -97.8% | +326.8% | +231.1% |
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 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