+212.0%
C vs FCUV
-97.9%
+309.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.5% |
| 7D | -0.9% | -15.4% | +14.5% | -0.9% |
| 30D | -5.4% | -32.9% | +27.5% | -5.3% |
| 3M | -9.2% | -46.2% | +37.0% | -9.1% |
| 6M | -1.8% | -30.0% | +28.2% | -2.7% |
| YTD | +6.7% | -91.4% | +98.0% | +6.2% |
| 1Y | +23.5% | -98.1% | +121.6% | +23.3% |
| 3Y | +219.8% | -99.6% | +319.4% | +218.6% |
| 5Y | +112.4% | -99.9% | +212.3% | +111.9% |
| 10Y | +220.1% | -99.3% | +319.4% | +217.0% |
| All | +212.0% | -97.9% | +309.9% | +213.4% |
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