+54.3%
AR vs FCUV
-98.2%
+152.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | -0.3% |
| 7D | +7.4% | +148.8% | -141.4% | +7.0% |
| 30D | +5.8% | +95.0% | -89.3% | +5.5% |
| 3M | +5.2% | +27.8% | -22.6% | +4.9% |
| 6M | +5.4% | +121.0% | -115.5% | +4.1% |
| YTD | +12.4% | -78.1% | +90.6% | +11.2% |
| 1Y | +12.8% | -94.3% | +107.1% | +11.8% |
| 3Y | +47.2% | -98.9% | +146.1% | +45.8% |
| 5Y | +101.1% | -99.7% | +200.8% | +99.5% |
| All | +54.3% | -98.2% | +152.6% | +54.9% |
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 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