+320.6%
AG vs FCUV
-95.9%
+416.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.0% | +9.1% | +2.1% |
| 7D | -0.1% | -63.8% | +63.7% | -0.2% |
| 30D | +12.5% | -14.7% | +27.1% | +12.5% |
| 3M | +28.2% | +65.3% | -37.2% | +29.3% |
| 6M | -18.8% | -68.5% | +49.7% | -18.0% |
| YTD | +27.4% | -83.0% | +110.4% | +28.6% |
| 1Y | +132.2% | -94.4% | +226.6% | +134.5% |
| 3Y | +286.9% | -99.3% | +386.1% | +290.6% |
| 5Y | +72.8% | -99.9% | +172.6% | +74.5% |
| 10Y | +74.6% | -98.6% | +173.2% | +84.2% |
| All | +320.6% | -95.9% | +416.5% | +356.9% |
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 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