-35.9%
APP vs FCUV
-81.1%
+45.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.7% | +15.9% | +2.2% |
| 7D | +0.9% | +62.8% | -62.0% | +0.8% |
| 30D | -23.3% | +66.5% | -89.8% | -23.3% |
| 3M | -42.6% | +459.9% | -502.6% | -42.4% |
| 6M | -33.6% | -12.4% | -21.2% | -28.5% |
| YTD | -52.4% | -47.5% | -4.9% | -48.5% |
| 1Y | -35.9% | -80.5% | +44.6% | -31.9% |
| All | -35.9% | -81.1% | +45.2% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling