+374.1%
ADP vs FCUV
-97.7%
+471.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +0.3% | +2.4% | -2.1% | +0.3% |
| 30D | +11.6% | -25.9% | +37.5% | +11.6% |
| 3M | +15.1% | -44.8% | +59.8% | +15.1% |
| 6M | +46.0% | -3.5% | +49.5% | +45.8% |
| YTD | +22.4% | -90.7% | +113.1% | +22.2% |
| 1Y | +24.5% | -97.9% | +122.4% | +24.2% |
| 3Y | +44.8% | -99.5% | +144.3% | +44.5% |
| 5Y | +49.1% | -99.9% | +149.0% | +48.7% |
| 10Y | +320.9% | -99.3% | +420.1% | +325.6% |
| All | +374.1% | -97.7% | +471.9% | +382.6% |
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