+361.5%
ALL vs FCUV
-98.6%
+460.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -2.3% | -66.5% | +64.2% | -2.3% |
| 30D | -0.4% | +5.0% | -5.4% | -0.4% |
| 3M | +16.0% | +63.8% | -47.8% | +16.6% |
| 6M | +24.6% | -67.8% | +92.4% | +25.0% |
| YTD | +23.7% | -82.4% | +106.1% | +24.1% |
| 1Y | +27.7% | -94.7% | +122.5% | +28.0% |
| 3Y | +150.2% | -99.3% | +249.5% | +150.9% |
| 5Y | +117.1% | -99.9% | +216.9% | +117.5% |
| All | +361.5% | -98.6% | +460.1% | +370.4% |
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