+7.8%
APD vs FCUV
-99.2%
+106.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -65.2% | +64.1% | -1.2% |
| 7D | -2.5% | -47.9% | +45.4% | -2.5% |
| 30D | -1.9% | +13.7% | -15.5% | -1.8% |
| 3M | +8.2% | +97.0% | -88.8% | +9.0% |
| 6M | +10.7% | -66.1% | +76.9% | +12.3% |
| YTD | +22.9% | -81.8% | +104.7% | +25.1% |
| 1Y | +5.8% | -93.3% | +99.1% | +8.4% |
| 3Y | +7.8% | -99.2% | +107.0% | +25.0% |
| All | +7.8% | -99.2% | +106.9% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling