-21.7%
AS vs FCUV
-93.2%
+71.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -65.2% | +62.4% | -3.0% |
| 7D | -2.6% | -47.9% | +45.3% | -2.6% |
| 30D | -22.1% | +13.7% | -35.8% | -22.0% |
| 3M | -15.3% | +97.0% | -112.3% | -14.0% |
| 6M | -15.6% | -66.1% | +50.5% | -10.8% |
| YTD | -23.2% | -81.8% | +58.6% | -18.0% |
| 1Y | -21.7% | -93.3% | +71.6% | -18.0% |
| All | -21.7% | -93.2% | +71.5% | -18.0% |
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 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