-20.8%
APA vs FCUV
-87.2%
+66.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.5% | -3.2% |
| 7D | +0.5% | +62.8% | -62.3% | +0.4% |
| 30D | +23.4% | +66.5% | -43.1% | +23.2% |
| 3M | +12.7% | +459.9% | -447.3% | +11.3% |
| 6M | +39.4% | -12.4% | +51.8% | +37.9% |
| YTD | +79.0% | -47.5% | +126.5% | +77.1% |
| 1Y | +88.8% | -80.5% | +169.3% | +87.0% |
| 3Y | +6.4% | -97.6% | +104.0% | +5.4% |
| 5Y | +153.0% | -99.5% | +252.5% | +150.9% |
| 10Y | +7.5% | -95.8% | +103.3% | +7.6% |
| All | -20.8% | -87.2% | +66.4% | -21.3% |
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