+169.3%
APD vs FCUV
-98.6%
+267.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -3.5% | -72.0% | +68.5% | -3.5% |
| 30D | -5.1% | -8.0% | +2.9% | -5.1% |
| 3M | +6.9% | +66.3% | -59.4% | +6.9% |
| 6M | +8.1% | -75.3% | +83.4% | +8.3% |
| YTD | +21.2% | -83.0% | +104.2% | +21.5% |
| 1Y | +4.9% | -94.7% | +99.5% | +5.2% |
| 3Y | +6.3% | -99.3% | +105.6% | +6.6% |
| 5Y | +24.3% | -99.9% | +124.1% | +24.7% |
| All | +169.3% | -98.6% | +267.9% | +170.5% |
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