+14.7%
ADP vs FCUV
-99.2%
+113.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -65.2% | +61.8% | -3.2% |
| 7D | -5.5% | -47.9% | +42.5% | -5.4% |
| 30D | -1.2% | +13.7% | -14.9% | -1.4% |
| 3M | +17.9% | +97.0% | -79.1% | +16.1% |
| 6M | +20.3% | -66.1% | +86.4% | +19.2% |
| YTD | +5.8% | -81.8% | +87.6% | +5.2% |
| 1Y | -7.7% | -93.3% | +85.6% | -8.0% |
| 3Y | +14.7% | -99.2% | +113.9% | +15.5% |
| All | +14.7% | -99.2% | +113.9% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling