+217.7%
C vs FCUV
-97.7%
+315.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.6% |
| 7D | -0.4% | -4.7% | +4.3% | -0.4% |
| 30D | -5.3% | -23.2% | +17.8% | -5.3% |
| 3M | -8.0% | -49.2% | +41.2% | -8.0% |
| 6M | -0.3% | -9.2% | +9.0% | -1.2% |
| YTD | +8.6% | -90.6% | +99.2% | +8.1% |
| 1Y | +25.8% | -97.9% | +123.7% | +25.6% |
| 3Y | +221.2% | -99.5% | +320.7% | +219.9% |
| 5Y | +113.6% | -99.9% | +213.4% | +112.9% |
| 10Y | +218.3% | -99.2% | +317.6% | +215.2% |
| All | +217.7% | -97.7% | +315.5% | +219.1% |
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