+185.4%
ARM vs FCUV
-99.6%
+285.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -2.6% |
| 7D | -10.4% | -15.3% | +4.9% | -10.3% |
| 30D | -31.8% | -29.7% | -2.1% | -31.8% |
| 3M | -32.2% | -54.5% | +22.3% | -32.3% |
| 6M | -14.9% | -26.7% | +11.8% | -15.8% |
| YTD | +66.0% | -91.0% | +157.0% | +73.3% |
| 1Y | +17.2% | -98.0% | +115.2% | +29.9% |
| 3Y | +247.2% | -99.5% | +346.8% | +210.9% |
| All | +185.4% | -99.6% | +285.0% | +157.1% |
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