+377.2%
ADP vs FCUV
-94.7%
+471.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +136.0% | -135.3% | +0.6% |
| 7D | +2.2% | +148.8% | -146.6% | +2.1% |
| 30D | +10.6% | +95.0% | -84.5% | +10.5% |
| 3M | +12.9% | +27.8% | -14.9% | +12.9% |
| 6M | +50.6% | +121.0% | -70.3% | +50.3% |
| YTD | +23.2% | -78.1% | +101.3% | +22.9% |
| 1Y | +25.3% | -94.3% | +119.5% | +24.9% |
| 3Y | +47.1% | -98.9% | +146.0% | +46.7% |
| 5Y | +50.1% | -99.7% | +149.8% | +49.6% |
| 10Y | +323.6% | -98.2% | +421.9% | +328.0% |
| All | +377.2% | -94.7% | +471.9% | +385.3% |
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