-35.7%
AUR vs FCUV
-99.7%
+64.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.5% |
| 7D | +1.4% | -66.5% | +67.9% | +2.8% |
| 30D | -6.4% | +5.0% | -11.4% | -7.6% |
| 3M | +7.7% | +63.8% | -56.1% | -3.1% |
| 6M | +44.5% | -67.8% | +112.3% | +36.6% |
| YTD | +67.4% | -82.4% | +149.9% | +61.6% |
| 1Y | +15.4% | -94.7% | +110.2% | +16.4% |
| 3Y | +94.8% | -99.3% | +194.1% | +97.2% |
| 5Y | -35.1% | -99.9% | +64.7% | -31.0% |
| All | -35.7% | -99.7% | +64.0% | -31.6% |
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 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