+126.6%
ADM vs FCUV
-98.2%
+224.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +136.0% | -133.3% | +2.8% |
| 7D | +4.2% | +148.8% | -144.6% | +4.2% |
| 30D | -12.8% | +95.0% | -107.9% | -12.8% |
| 3M | -8.5% | +27.8% | -36.3% | -8.4% |
| 6M | -10.9% | +121.0% | -131.9% | -10.5% |
| YTD | +29.4% | -78.1% | +107.6% | +30.0% |
| 1Y | +27.5% | -94.3% | +121.8% | +28.0% |
| 3Y | +10.3% | -98.9% | +109.3% | +10.8% |
| 5Y | +27.4% | -99.7% | +127.1% | +27.8% |
| All | +126.6% | -98.2% | +224.9% | +127.9% |
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