+88.0%
ARM vs FCUV
-93.2%
+181.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -65.2% | +69.0% | +3.4% |
| 7D | +11.4% | -47.9% | +59.3% | +11.3% |
| 30D | -7.4% | +13.7% | -21.1% | -7.1% |
| 3M | -24.5% | +97.0% | -121.5% | -22.4% |
| 6M | +128.7% | -66.1% | +194.8% | +140.9% |
| YTD | +139.3% | -81.8% | +221.0% | +160.8% |
| 1Y | +88.0% | -93.3% | +181.2% | +117.7% |
| All | +88.0% | -93.2% | +181.2% | +117.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling