+371.6%
ALL vs FCUV
-98.2%
+469.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | +0.4% |
| 7D | +5.0% | +148.8% | -143.7% | +5.1% |
| 30D | +13.3% | +95.0% | -81.7% | +13.4% |
| 3M | +3.2% | +27.8% | -24.6% | +3.3% |
| 6M | +25.3% | +121.0% | -95.6% | +26.0% |
| YTD | +30.5% | -78.1% | +108.6% | +30.9% |
| 1Y | +29.2% | -94.3% | +123.5% | +29.6% |
| 3Y | +119.1% | -98.9% | +218.0% | +119.8% |
| 5Y | +162.6% | -99.7% | +262.3% | +163.4% |
| All | +371.6% | -98.2% | +469.9% | +381.2% |
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