-24.6%
AR vs FCUV
-87.2%
+62.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.7% | +13.0% | -0.7% |
| 7D | +2.5% | +62.8% | -60.3% | +2.3% |
| 30D | +14.8% | +66.5% | -51.7% | +14.6% |
| 3M | +6.2% | +459.9% | -453.7% | +4.8% |
| 6M | +4.3% | -12.4% | +16.7% | +3.1% |
| YTD | +14.4% | -47.5% | +61.9% | +13.1% |
| 1Y | +21.3% | -80.5% | +101.8% | +20.2% |
| 3Y | +39.8% | -97.6% | +137.4% | +38.4% |
| 5Y | +142.1% | -99.5% | +241.6% | +140.1% |
| 10Y | +52.0% | -95.8% | +147.8% | +51.2% |
| All | -24.6% | -87.2% | +62.6% | -24.7% |
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 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