-25.2%
AFRM vs FCUV
-99.4%
+74.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.9% | +0.9% |
| 7D | +3.1% | -47.9% | +51.0% | +3.4% |
| 30D | -4.2% | +13.7% | -17.9% | -5.5% |
| 3M | +10.1% | +97.0% | -86.9% | -0.7% |
| 6M | +39.4% | -66.1% | +105.5% | +33.5% |
| YTD | -3.2% | -81.8% | +78.6% | -4.6% |
| 1Y | -16.1% | -93.3% | +77.2% | -14.1% |
| 3Y | +220.8% | -99.2% | +320.0% | +233.1% |
| 5Y | -17.7% | -99.9% | +82.2% | -8.0% |
| All | -25.2% | -99.4% | +74.2% | -12.3% |
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 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