+712.3%
COST vs FCUV
-95.9%
+808.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.8% |
| 7D | -2.8% | -63.8% | +61.0% | -2.8% |
| 30D | -5.3% | -14.7% | +9.4% | -5.3% |
| 3M | -6.7% | +65.3% | -72.0% | -6.6% |
| 6M | -9.9% | -68.5% | +58.5% | -9.9% |
| YTD | +5.1% | -83.0% | +88.2% | +5.2% |
| 1Y | -7.3% | -94.4% | +87.1% | -7.2% |
| 3Y | +70.4% | -99.3% | +169.7% | +70.5% |
| 5Y | +104.4% | -99.9% | +204.3% | +104.5% |
| 10Y | +609.0% | -98.6% | +707.6% | +618.3% |
| All | +712.3% | -95.9% | +808.2% | +724.7% |
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