+1,003.0%
BE vs FCUV
-99.8%
+1,102.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.4% | +6.6% |
| 7D | +9.0% | -66.5% | +75.5% | +9.8% |
| 30D | +16.3% | +5.0% | +11.3% | +15.3% |
| 3M | +10.8% | +63.8% | -53.0% | +4.3% |
| 6M | +73.2% | -67.8% | +141.0% | +68.4% |
| YTD | +217.4% | -82.4% | +299.8% | +213.8% |
| 1Y | +309.8% | -94.7% | +404.5% | +319.4% |
| 3Y | +1,726.2% | -99.3% | +1,825.4% | +1,768.6% |
| 5Y | +1,306.2% | -99.9% | +1,406.0% | +1,388.3% |
| All | +1,003.0% | -99.8% | +1,102.8% | +907.0% |
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