+296.4%
ARM vs FCUV
-97.7%
+394.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -13.7% | +17.6% | +4.0% |
| 7D | +5.5% | +62.8% | -57.4% | +5.3% |
| 30D | -8.2% | +66.5% | -74.7% | -8.4% |
| 3M | -35.9% | +459.9% | -495.9% | -37.3% |
| 6M | +103.1% | -12.4% | +115.5% | +107.8% |
| YTD | +130.6% | -47.5% | +178.2% | +140.0% |
| 1Y | +86.1% | -80.5% | +166.6% | +100.0% |
| All | +296.4% | -97.7% | +394.2% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling