-18.1%
APTV vs FCUV
-95.6%
+77.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -65.2% | +60.6% | -4.5% |
| 7D | +2.0% | -47.9% | +49.9% | +2.0% |
| 30D | -7.7% | +13.7% | -21.4% | -7.8% |
| 3M | -34.0% | +97.0% | -131.0% | -34.4% |
| 6M | -37.1% | -66.1% | +29.0% | -37.2% |
| YTD | -39.9% | -81.8% | +41.9% | -39.9% |
| 1Y | -44.4% | -93.3% | +48.8% | -44.3% |
| 3Y | -54.5% | -99.2% | +44.7% | -54.4% |
| 5Y | -69.1% | -99.9% | +30.7% | -69.0% |
| 10Y | -20.0% | -98.5% | +78.5% | -18.9% |
| All | -18.1% | -95.6% | +77.4% | -15.9% |
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 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