+131.9%
AS vs FCUV
-99.5%
+231.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.5% |
| 7D | -3.0% | -4.7% | +1.7% | -3.0% |
| 30D | +9.6% | -23.2% | +32.7% | +9.6% |
| 3M | -8.2% | -49.2% | +41.0% | -8.2% |
| 6M | -9.9% | -9.2% | -0.7% | -10.0% |
| YTD | -16.8% | -90.6% | +73.8% | -14.2% |
| 1Y | +3.0% | -97.9% | +100.9% | +8.3% |
| All | +131.9% | -99.5% | +231.4% | +128.5% |
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