+153.7%
ALL vs FCUV
-99.2%
+252.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -65.2% | +62.9% | -2.4% |
| 7D | -1.7% | -47.9% | +46.2% | -1.7% |
| 30D | -4.7% | +13.7% | -18.3% | -4.6% |
| 3M | +18.4% | +97.0% | -78.6% | +19.0% |
| 6M | +20.5% | -66.1% | +86.6% | +20.6% |
| YTD | +23.5% | -81.8% | +105.3% | +23.6% |
| 1Y | +29.0% | -93.3% | +122.3% | +28.9% |
| 3Y | +153.7% | -99.2% | +252.9% | +156.4% |
| All | +153.7% | -99.2% | +252.9% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling