-49.1%
COMP vs FCUV
-99.7%
+50.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.6% |
| 7D | +2.2% | -4.7% | +6.9% | +2.2% |
| 30D | +16.3% | -23.2% | +39.5% | +16.7% |
| 3M | -19.1% | -49.2% | +30.0% | -19.0% |
| 6M | +17.1% | -9.2% | +26.3% | +10.8% |
| YTD | -2.9% | -90.6% | +87.7% | -3.2% |
| 1Y | +8.8% | -97.9% | +106.7% | +13.6% |
| 3Y | +423.5% | -99.5% | +523.0% | +436.3% |
| 5Y | -10.5% | -99.9% | +89.4% | -2.8% |
| All | -49.1% | -99.7% | +50.6% | -47.7% |
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