+961.2%
ARES vs FCUV
-98.6%
+1,059.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -6.1% | -66.5% | +60.4% | -5.9% |
| 30D | -7.5% | +5.0% | -12.5% | -7.7% |
| 3M | +0.1% | +63.8% | -63.7% | -1.5% |
| 6M | +30.3% | -67.8% | +98.1% | +28.6% |
| YTD | -16.6% | -82.4% | +65.8% | -17.6% |
| 1Y | -26.1% | -94.7% | +68.6% | -26.8% |
| 3Y | +36.4% | -99.3% | +135.7% | +35.1% |
| 5Y | +95.0% | -99.9% | +194.8% | +93.1% |
| All | +961.2% | -98.6% | +1,059.7% | +993.8% |
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