+167.3%
B vs FCUV
-99.5%
+266.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -3.1% |
| 7D | -6.2% | +2.4% | -8.6% | -6.2% |
| 30D | -6.6% | -25.9% | +19.3% | -6.7% |
| 3M | -7.9% | -44.8% | +36.9% | -7.8% |
| 6M | -16.8% | -3.5% | -13.3% | -15.7% |
| YTD | -11.7% | -90.7% | +79.1% | -8.6% |
| 1Y | +3.5% | -97.9% | +101.4% | +8.5% |
| All | +167.3% | -99.5% | +266.8% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling