+2.1%
AS vs FCUV
-98.1%
+100.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.5% | +12.6% | +5.1% |
| 7D | +13.8% | -8.6% | +22.3% | +13.8% |
| 30D | +16.7% | -25.9% | +42.6% | +16.6% |
| 3M | -11.5% | -69.8% | +58.3% | -11.6% |
| 6M | -5.5% | -31.6% | +26.1% | -2.6% |
| YTD | -14.2% | -90.1% | +75.9% | -7.1% |
| 1Y | +2.1% | -98.0% | +100.1% | +11.6% |
| All | +2.1% | -98.1% | +100.2% | +11.6% |
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