+506.6%
APP vs FCUV
-99.8%
+606.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.6% | -8.2% | -3.6% |
| 7D | +61.1% | -15.3% | +76.4% | +61.4% |
| 30D | +42.8% | -29.7% | +72.5% | +43.3% |
| 3M | +16.7% | -54.5% | +71.2% | +17.0% |
| 6M | -15.6% | -26.7% | +11.2% | -19.5% |
| YTD | -41.3% | -91.0% | +49.7% | -41.0% |
| 1Y | -39.3% | -98.0% | +58.7% | -36.3% |
| 3Y | +803.2% | -99.5% | +902.7% | +830.8% |
| 5Y | +313.2% | -99.9% | +413.0% | +345.6% |
| All | +506.6% | -99.8% | +606.4% | +532.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling