-49.3%
COMP vs FCUV
-99.7%
+50.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| YTD | -3.4% | -91.2% | +87.8% | -3.6% |
| 1Y | +19.7% | -98.2% | +117.9% | +25.5% |
| 3Y | +381.6% | -99.6% | +481.2% | +395.5% |
| 5Y | -17.6% | -99.9% | +82.3% | -10.8% |
| All | -49.3% | -99.7% | +50.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling