-17.9%
COMP vs FCUV
-99.9%
+82.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +10.8% |
| 7D | +13.4% | -13.0% | +26.4% | +13.6% |
| 30D | +11.1% | -36.9% | +48.0% | +11.7% |
| 3M | -18.8% | -65.3% | +46.5% | -18.4% |
| 6M | +10.5% | -32.9% | +43.4% | +6.7% |
| YTD | -3.4% | -91.2% | +87.8% | -0.4% |
| 1Y | +19.7% | -98.2% | +117.9% | +33.0% |
| 3Y | +381.6% | -99.6% | +481.2% | +488.6% |
| All | -17.9% | -99.9% | +82.0% | +34.6% |
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 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