+174.6%
ARM vs FCUV
-99.6%
+274.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +4.7% |
| 7D | -15.2% | -13.0% | -2.3% | -15.2% |
| 30D | -40.7% | -36.9% | -3.8% | -40.6% |
| 3M | -39.1% | -65.3% | +26.2% | -39.1% |
| 6M | -26.4% | -32.9% | +6.5% | -27.1% |
| YTD | +59.7% | -91.2% | +151.0% | +66.7% |
| 1Y | +10.3% | -98.2% | +108.6% | +22.6% |
| 3Y | +228.9% | -99.6% | +328.4% | +195.0% |
| All | +174.6% | -99.6% | +274.2% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling