-8.7%
COMP vs FCUV
-99.7%
+91.0%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +136.0% | -134.3% | +0.1% |
| 7D | 0.0% | +148.8% | -148.8% | -1.6% |
| 30D | +16.6% | +95.0% | -78.5% | +15.0% |
| 3M | -23.5% | +27.8% | -51.3% | -24.6% |
| 6M | +25.7% | +121.0% | -95.2% | +18.1% |
| YTD | -3.4% | -78.1% | +74.7% | -1.9% |
| 1Y | +7.6% | -94.3% | +101.8% | +16.3% |
| 3Y | +423.6% | -98.9% | +522.5% | +522.9% |
| All | -8.7% | -99.7% | +91.0% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling