+61.9%
D vs FCUV
-99.2%
+161.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -65.2% | +65.8% | +0.6% |
| 7D | +0.8% | -47.9% | +48.7% | +0.8% |
| 30D | -0.7% | +13.7% | -14.4% | -0.7% |
| 3M | +2.1% | +97.0% | -94.9% | +2.2% |
| 6M | +6.8% | -66.1% | +72.9% | +7.5% |
| YTD | +16.5% | -81.8% | +98.3% | +17.8% |
| 1Y | +19.2% | -93.3% | +112.4% | +21.2% |
| 3Y | +61.9% | -99.2% | +161.1% | +64.1% |
| All | +61.9% | -99.2% | +161.0% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling