+128.5%
AWK vs FCUV
-98.6%
+227.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.5% |
| 7D | -2.1% | -66.5% | +64.3% | -2.1% |
| 30D | +2.1% | +5.0% | -2.9% | +2.1% |
| 3M | +11.4% | +63.8% | -52.4% | +11.5% |
| 6M | +3.9% | -67.8% | +71.7% | +4.1% |
| YTD | +7.7% | -82.4% | +90.1% | +8.0% |
| 1Y | +1.3% | -94.7% | +96.0% | +1.7% |
| 3Y | +7.2% | -99.3% | +106.4% | +7.5% |
| 5Y | -17.0% | -99.9% | +82.9% | -16.7% |
| All | +128.5% | -98.6% | +227.1% | +130.7% |
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