-29.3%
AFRM vs FCUV
-99.7%
+70.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -2.2% |
| 7D | -7.3% | -13.0% | +5.7% | -7.1% |
| 30D | -9.6% | -36.9% | +27.3% | -8.8% |
| 3M | -11.1% | -65.3% | +54.3% | -10.5% |
| 6M | +3.9% | -32.9% | +36.7% | -3.7% |
| YTD | -8.5% | -91.2% | +82.7% | -8.6% |
| 1Y | +3.3% | -98.2% | +101.5% | +11.5% |
| 3Y | +213.7% | -99.6% | +313.3% | +228.6% |
| 5Y | -58.5% | -99.9% | +41.3% | -53.5% |
| All | -29.3% | -99.7% | +70.4% | -16.0% |
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