+817.5%
ADI vs FCUV
-95.6%
+913.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -65.2% | +65.5% | +0.3% |
| 7D | +2.4% | -47.9% | +50.4% | +2.5% |
| 30D | -6.6% | +13.7% | -20.2% | -6.6% |
| 3M | -9.8% | +97.0% | -106.8% | -10.1% |
| 6M | +15.7% | -66.1% | +81.8% | +15.5% |
| YTD | +35.1% | -81.8% | +116.9% | +35.0% |
| 1Y | +47.7% | -93.3% | +141.0% | +47.8% |
| 3Y | +114.5% | -99.2% | +213.7% | +114.5% |
| 5Y | +141.2% | -99.9% | +241.1% | +141.2% |
| 10Y | +611.3% | -98.5% | +709.8% | +621.5% |
| All | +817.5% | -95.6% | +913.1% | +844.3% |
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