+250.4%
C vs FCUV
-87.2%
+337.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.7% | +13.4% | -0.3% |
| 7D | +3.6% | +62.8% | -59.2% | +3.5% |
| 30D | +0.1% | +66.5% | -66.4% | -0.1% |
| 3M | +2.4% | +459.9% | -457.5% | +1.2% |
| 6M | +24.9% | -12.4% | +37.3% | +23.8% |
| YTD | +19.8% | -47.5% | +67.3% | +18.9% |
| 1Y | +44.9% | -80.5% | +125.4% | +44.0% |
| 3Y | +263.0% | -97.6% | +360.6% | +260.6% |
| 5Y | +129.5% | -99.5% | +229.1% | +128.2% |
| 10Y | +291.6% | -95.8% | +387.4% | +286.7% |
| All | +250.4% | -87.2% | +337.6% | +250.9% |
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 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