+887.9%
APP vs FCUV
-98.9%
+986.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +136.0% | -132.1% | +3.4% |
| 7D | +4.6% | +148.8% | -144.2% | +4.1% |
| 30D | +56.0% | +95.0% | -39.0% | +55.4% |
| 3M | +30.8% | +27.8% | +3.0% | +30.3% |
| 6M | -9.8% | +121.0% | -130.8% | -10.7% |
| YTD | -39.3% | -78.1% | +38.9% | -37.6% |
| 1Y | -26.4% | -94.3% | +67.8% | -23.6% |
| 3Y | +887.9% | -98.9% | +986.8% | +877.9% |
| All | +887.9% | -98.9% | +986.8% | +877.9% |
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 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