+5.4%
AR vs FCUV
+134.1%
-128.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | -0.7% |
| 7D | +7.4% | +148.8% | -141.4% | +6.5% |
| 30D | +5.8% | +95.0% | -89.3% | +5.0% |
| 3M | +5.2% | +27.8% | -22.6% | +4.4% |
| 6M | +5.4% | +121.0% | -115.5% | +2.2% |
| All | +5.4% | +134.1% | -128.7% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling