+3.9%
D vs FCUV
-99.9%
+103.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -1.7% |
| 7D | -0.4% | -63.8% | +63.3% | -0.4% |
| 30D | -2.1% | -14.7% | +12.6% | -2.1% |
| 3M | -0.7% | +65.3% | -66.1% | -0.7% |
| 6M | +5.6% | -68.5% | +74.1% | +6.1% |
| YTD | +14.6% | -83.0% | +97.6% | +15.5% |
| 1Y | +15.3% | -94.4% | +109.8% | +17.1% |
| 3Y | +59.1% | -99.3% | +158.4% | +58.9% |
| 5Y | +3.9% | -99.9% | +103.8% | +3.7% |
| All | +3.9% | -99.9% | +103.8% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling