+294.7%
C vs FCUV
-98.6%
+393.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.8% |
| 7D | +2.6% | -63.8% | +66.3% | +2.7% |
| 30D | +1.9% | -14.7% | +16.6% | +1.8% |
| 3M | +2.8% | +65.3% | -62.5% | +1.5% |
| 6M | +30.6% | -68.5% | +99.0% | +29.4% |
| YTD | +19.9% | -83.0% | +102.9% | +19.0% |
| 1Y | +44.6% | -94.4% | +139.0% | +43.8% |
| 3Y | +272.1% | -99.3% | +371.4% | +270.0% |
| 5Y | +132.0% | -99.9% | +231.8% | +131.0% |
| 10Y | +294.7% | -98.6% | +393.3% | +278.9% |
| All | +294.7% | -98.6% | +393.3% | +278.9% |
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 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