-31.7%
AFRM vs FCUV
-99.7%
+68.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.9% |
| 7D | -5.5% | +2.4% | -7.9% | -5.5% |
| 30D | -15.5% | -25.9% | +10.5% | -15.0% |
| 3M | -10.3% | -44.8% | +34.5% | -10.3% |
| 6M | +0.6% | -3.5% | +4.1% | -8.3% |
| YTD | -11.5% | -90.7% | +79.2% | -11.8% |
| 1Y | -16.6% | -97.9% | +81.3% | -10.6% |
| 3Y | +193.5% | -99.5% | +293.1% | +205.6% |
| 5Y | -55.8% | -99.9% | +44.1% | -50.4% |
| All | -31.7% | -99.7% | +68.0% | -18.9% |
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 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