+349.7%
B vs FCUV
-87.2%
+436.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.7% | +11.5% | -2.2% |
| 7D | -1.6% | +62.8% | -64.4% | -1.5% |
| 30D | +9.4% | +66.5% | -57.1% | +9.5% |
| 3M | +5.0% | +459.9% | -455.0% | +5.6% |
| 6M | -3.5% | -12.4% | +8.8% | -2.9% |
| YTD | +4.5% | -47.5% | +52.0% | +5.2% |
| 1Y | +67.8% | -80.5% | +148.3% | +69.0% |
| 3Y | +196.7% | -97.6% | +294.3% | +198.8% |
| 5Y | +151.9% | -99.5% | +251.5% | +153.7% |
| 10Y | +202.2% | -95.8% | +297.9% | +209.3% |
| All | +349.7% | -87.2% | +436.9% | +362.2% |
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