-46.5%
COMP vs FCUV
-99.8%
+53.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.7% |
| 7D | +14.5% | -15.4% | +30.0% | +14.8% |
| 30D | +14.9% | -32.9% | +47.8% | +15.5% |
| 3M | -14.2% | -46.2% | +31.9% | -14.2% |
| 6M | +23.7% | -30.0% | +53.7% | +17.8% |
| YTD | +2.1% | -91.4% | +93.4% | +1.9% |
| 1Y | +26.2% | -98.1% | +124.3% | +32.0% |
| 3Y | +470.9% | -99.6% | +570.5% | +487.6% |
| 5Y | -14.0% | -99.9% | +85.8% | -6.8% |
| All | -46.5% | -99.8% | +53.3% | -44.9% |
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 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