+242.7%
AWK vs FCUV
-95.6%
+338.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -65.2% | +65.0% | -0.3% |
| 7D | +2.2% | -47.9% | +50.1% | +2.2% |
| 30D | +4.4% | +13.7% | -9.2% | +4.5% |
| 3M | +15.4% | +97.0% | -81.6% | +15.7% |
| 6M | +3.5% | -66.1% | +69.6% | +3.8% |
| YTD | +9.8% | -81.8% | +91.6% | +10.2% |
| 1Y | +3.0% | -93.3% | +96.3% | +3.4% |
| 3Y | +9.7% | -99.2% | +108.9% | +10.0% |
| 5Y | -17.2% | -99.9% | +82.7% | -16.8% |
| 10Y | +126.1% | -98.5% | +224.6% | +127.6% |
| All | +242.7% | -95.6% | +338.2% | +247.7% |
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 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