+1,209.1%
AU vs FCUV
-95.9%
+1,305.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.7% | -4.3% |
| 7D | -7.0% | -72.0% | +65.0% | -7.1% |
| 30D | +7.3% | -8.0% | +15.3% | +7.4% |
| 3M | +33.2% | +66.3% | -33.1% | +34.1% |
| 6M | -0.6% | -75.3% | +74.7% | +0.1% |
| YTD | +26.2% | -83.0% | +109.1% | +27.1% |
| 1Y | +68.3% | -94.7% | +162.9% | +69.7% |
| 3Y | +592.1% | -99.3% | +691.4% | +597.7% |
| 5Y | +685.3% | -99.9% | +785.1% | +692.0% |
| 10Y | +682.5% | -98.6% | +781.2% | +699.2% |
| All | +1,209.1% | -95.9% | +1,305.0% | +1,243.6% |
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 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