-36.7%
AUR vs FCUV
-99.7%
+63.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | +0.2% | -72.0% | +72.1% | +1.9% |
| 30D | -8.9% | -8.0% | -0.9% | -9.9% |
| 3M | +4.6% | +66.3% | -61.6% | -6.0% |
| 6M | +44.9% | -75.3% | +120.1% | +38.4% |
| YTD | +64.8% | -83.0% | +147.8% | +59.2% |
| 1Y | +16.4% | -94.7% | +111.0% | +17.1% |
| 3Y | +85.1% | -99.3% | +184.4% | +87.2% |
| 5Y | -36.1% | -99.9% | +63.7% | -32.0% |
| All | -36.7% | -99.7% | +63.0% | -32.6% |
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