+520.8%
APP vs FCUV
-99.8%
+620.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +2.3% |
| 7D | +48.9% | -4.7% | +53.6% | +49.0% |
| 30D | +49.4% | -23.2% | +72.6% | +49.9% |
| 3M | +27.0% | -49.2% | +76.2% | +27.1% |
| 6M | -15.4% | -9.2% | -6.2% | -19.8% |
| YTD | -39.9% | -90.6% | +50.7% | -39.6% |
| 1Y | -32.0% | -97.9% | +65.9% | -28.7% |
| 3Y | +824.3% | -99.5% | +923.9% | +852.2% |
| 5Y | +252.4% | -99.9% | +352.3% | +280.5% |
| All | +520.8% | -99.8% | +620.6% | +546.7% |
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