-46.7%
COMP vs FCUV
-99.5%
+52.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -65.2% | +61.9% | -2.5% |
| 7D | +4.1% | -47.9% | +52.0% | +4.4% |
| 30D | -14.5% | +13.7% | -28.2% | -15.3% |
| 3M | +41.8% | +97.0% | -55.2% | +32.8% |
| 6M | +23.6% | -66.1% | +89.7% | +19.9% |
| YTD | +1.7% | -81.8% | +83.5% | +0.6% |
| 1Y | +12.6% | -93.3% | +105.8% | +14.0% |
| 3Y | +221.9% | -99.2% | +321.1% | +229.0% |
| 5Y | -28.1% | -99.9% | +71.7% | -22.0% |
| All | -46.7% | -99.5% | +52.8% | -45.6% |
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