+606.1%
COST vs FCUV
-98.6%
+704.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.3% |
| 7D | -1.2% | -66.5% | +65.3% | -1.2% |
| 30D | -4.7% | +5.0% | -9.7% | -4.7% |
| 3M | -7.1% | +63.8% | -70.9% | -7.1% |
| 6M | -8.5% | -67.8% | +59.3% | -8.5% |
| YTD | +5.4% | -82.4% | +87.8% | +5.4% |
| 1Y | -5.6% | -94.7% | +89.1% | -5.6% |
| 3Y | +68.5% | -99.3% | +167.7% | +68.6% |
| 5Y | +105.2% | -99.9% | +205.1% | +105.3% |
| All | +606.1% | -98.6% | +704.6% | +608.0% |
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