-3.7%
APA vs FCUV
-98.6%
+94.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.4% |
| 7D | +4.6% | -66.5% | +71.1% | +4.7% |
| 30D | +11.9% | +5.0% | +6.9% | +11.7% |
| 3M | +22.5% | +63.8% | -41.3% | +21.1% |
| 6M | +37.5% | -67.8% | +105.4% | +36.2% |
| YTD | +87.2% | -82.4% | +169.6% | +85.4% |
| 1Y | +101.4% | -94.7% | +196.2% | +99.7% |
| 3Y | +16.9% | -99.3% | +116.2% | +16.0% |
| 5Y | +178.4% | -99.9% | +278.3% | +176.4% |
| All | -3.7% | -98.6% | +94.9% | -5.5% |
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