+268.6%
ARM vs FCUV
-98.9%
+367.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +136.0% | -140.6% | -4.8% |
| 7D | +9.1% | +148.8% | -139.7% | +8.9% |
| 30D | -19.9% | +95.0% | -115.0% | -20.0% |
| 3M | -31.6% | +27.8% | -59.4% | -31.8% |
| 6M | -13.9% | +121.0% | -134.8% | -15.5% |
| YTD | +74.3% | -78.1% | +152.5% | +81.8% |
| 1Y | +35.8% | -94.3% | +130.0% | +49.2% |
| 3Y | +268.6% | -98.9% | +367.5% | +218.3% |
| All | +268.6% | -98.9% | +367.5% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling