+408.8%
ALL vs FCUV
-97.7%
+506.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.4% |
| 7D | -2.6% | -4.7% | +2.1% | -2.6% |
| 30D | +12.7% | -23.2% | +35.9% | +12.7% |
| 3M | +0.4% | -49.2% | +49.6% | +0.4% |
| 6M | +23.8% | -9.2% | +33.0% | +24.4% |
| YTD | +27.8% | -90.6% | +118.4% | +28.2% |
| 1Y | +28.9% | -97.9% | +126.8% | +29.1% |
| 3Y | +113.9% | -99.5% | +213.4% | +114.4% |
| 5Y | +157.4% | -99.9% | +257.2% | +157.9% |
| 10Y | +369.0% | -99.2% | +468.2% | +374.7% |
| All | +408.8% | -97.7% | +506.5% | +421.0% |
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