-15.7%
AWK vs FCUV
-99.9%
+84.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -0.7% | -72.0% | +71.2% | -0.9% |
| 30D | +2.8% | -8.0% | +10.8% | +2.9% |
| 3M | +11.3% | +66.3% | -54.9% | +12.7% |
| 6M | +6.7% | -75.3% | +82.0% | +8.1% |
| YTD | +9.4% | -83.0% | +92.3% | +10.9% |
| 1Y | +3.7% | -94.7% | +98.4% | +5.6% |
| 3Y | +9.2% | -99.3% | +108.5% | +11.4% |
| 5Y | -15.7% | -99.9% | +84.2% | -13.6% |
| All | -15.7% | -99.9% | +84.2% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling