-5.3%
ADP vs FCUV
-81.1%
+75.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | -2.0% |
| 7D | -3.4% | +62.8% | -66.3% | -3.6% |
| 30D | +2.8% | +66.5% | -63.7% | +2.5% |
| 3M | +20.9% | +459.9% | -439.0% | +18.7% |
| 6M | +29.9% | -12.4% | +42.2% | +28.8% |
| YTD | +9.6% | -47.5% | +57.2% | +9.4% |
| 1Y | -5.3% | -80.5% | +75.2% | -5.9% |
| All | -5.3% | -81.1% | +75.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling