+25.7%
C vs FCUV
-95.0%
+120.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +136.0% | -136.0% | -0.3% |
| 7D | +4.2% | +148.8% | -144.6% | +3.9% |
| 30D | +2.0% | +95.0% | -93.1% | +1.8% |
| 3M | -10.1% | +27.8% | -37.9% | -10.3% |
| 6M | +1.0% | +121.0% | -120.0% | +0.6% |
| YTD | +8.5% | -78.1% | +86.6% | +13.8% |
| 1Y | +25.7% | -94.3% | +120.0% | +30.2% |
| All | +25.7% | -95.0% | +120.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling