+60.9%
AG vs FCUV
-99.9%
+160.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.3% | -4.9% |
| 7D | -5.8% | -72.0% | +66.2% | -5.9% |
| 30D | +6.4% | -8.0% | +14.4% | +6.5% |
| 3M | +28.4% | +66.3% | -37.9% | +30.1% |
| 6M | -24.5% | -75.3% | +50.8% | -21.1% |
| YTD | +21.2% | -83.0% | +104.1% | +26.9% |
| 1Y | +114.1% | -94.7% | +208.8% | +127.8% |
| 3Y | +268.0% | -99.3% | +367.3% | +295.9% |
| All | +60.9% | -99.9% | +160.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling