-18.4%
APTV vs FCUV
-98.6%
+80.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -5.0% | -66.5% | +61.4% | -4.9% |
| 30D | -6.1% | +5.0% | -11.0% | -6.1% |
| 3M | -33.0% | +63.8% | -96.8% | -33.5% |
| 6M | -35.2% | -67.8% | +32.6% | -35.4% |
| YTD | -40.1% | -82.4% | +42.3% | -40.2% |
| 1Y | -45.6% | -94.7% | +49.1% | -45.5% |
| 3Y | -54.4% | -99.3% | +44.9% | -54.3% |
| 5Y | -68.9% | -99.9% | +31.0% | -68.8% |
| All | -18.4% | -98.6% | +80.1% | -15.7% |
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