+48.8%
D vs FCUV
-99.3%
+148.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -3.1% | +2.4% | -5.4% | -3.1% |
| 30D | +8.4% | -25.9% | +34.3% | +8.4% |
| 3M | +0.2% | -44.8% | +45.0% | +0.2% |
| 6M | +9.5% | -3.5% | +12.9% | +9.2% |
| YTD | +18.8% | -90.7% | +109.5% | +18.8% |
| 1Y | +14.7% | -97.9% | +112.6% | +14.9% |
| 3Y | +72.9% | -99.5% | +172.5% | +72.9% |
| 5Y | +13.1% | -99.9% | +113.0% | +13.1% |
| All | +48.8% | -99.3% | +148.0% | +51.4% |
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