+672.3%
AU vs FCUV
-98.6%
+770.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -4.3% | -66.5% | +62.2% | -4.3% |
| 30D | +7.3% | +5.0% | +2.3% | +7.4% |
| 3M | +26.3% | +63.8% | -37.5% | +27.0% |
| 6M | +1.8% | -67.8% | +69.6% | +2.4% |
| YTD | +26.8% | -82.4% | +109.2% | +27.7% |
| 1Y | +66.7% | -94.7% | +161.4% | +68.1% |
| 3Y | +579.1% | -99.3% | +678.3% | +584.5% |
| 5Y | +689.3% | -99.9% | +789.2% | +696.5% |
| All | +672.3% | -98.6% | +770.8% | +676.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling