+367.9%
APP vs FCUV
-99.6%
+467.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | -2.1% |
| 7D | -4.4% | -63.8% | +59.4% | -3.7% |
| 30D | -10.0% | -14.7% | +4.7% | -10.4% |
| 3M | -41.4% | +65.3% | -106.7% | -44.7% |
| 6M | -41.0% | -68.5% | +27.5% | -42.2% |
| YTD | -54.7% | -83.0% | +28.3% | -54.8% |
| 1Y | -45.3% | -94.4% | +49.1% | -44.2% |
| 3Y | +624.3% | -99.3% | +723.5% | +644.9% |
| 5Y | +329.1% | -99.9% | +429.0% | +363.0% |
| All | +367.9% | -99.6% | +467.5% | +384.1% |
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