-29.9%
COMP vs FCUV
-99.5%
+69.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +0.7% |
| 7D | +1.4% | +62.8% | -61.5% | +0.7% |
| 30D | -13.3% | +66.5% | -79.8% | -14.1% |
| 3M | +41.1% | +459.9% | -418.8% | +32.3% |
| 6M | +17.2% | -12.4% | +29.5% | +16.1% |
| YTD | +5.2% | -47.5% | +52.7% | +6.7% |
| 1Y | +18.9% | -80.5% | +99.4% | +24.8% |
| 3Y | +215.9% | -97.6% | +313.5% | +272.0% |
| All | -29.9% | -99.5% | +69.6% | +10.1% |
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