+403.7%
ALL vs FCUV
-87.2%
+491.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.3% | -1.4% |
| 7D | 0.0% | +62.8% | -62.8% | +0.1% |
| 30D | -1.5% | +66.5% | -68.0% | -1.4% |
| 3M | +23.6% | +459.9% | -436.3% | +24.4% |
| 6M | +22.3% | -12.4% | +34.7% | +22.9% |
| YTD | +26.5% | -47.5% | +74.0% | +27.0% |
| 1Y | +27.0% | -80.5% | +107.5% | +27.4% |
| 3Y | +149.6% | -97.6% | +247.2% | +150.5% |
| 5Y | +118.1% | -99.5% | +217.6% | +118.7% |
| 10Y | +369.0% | -95.8% | +464.7% | +375.2% |
| All | +403.7% | -87.2% | +491.0% | +416.4% |
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 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