+51.5%
D vs FCUV
-87.2%
+138.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.7% | +13.2% | -0.4% |
| 7D | +1.5% | +62.8% | -61.4% | +1.5% |
| 30D | -2.6% | +66.5% | -69.1% | -2.6% |
| 3M | 0.0% | +459.9% | -459.9% | 0.0% |
| 6M | +7.4% | -12.4% | +19.7% | +7.4% |
| YTD | +15.9% | -47.5% | +63.4% | +15.9% |
| 1Y | +18.1% | -80.5% | +98.6% | +18.3% |
| 3Y | +58.4% | -97.6% | +156.0% | +58.4% |
| 5Y | +5.2% | -99.5% | +104.7% | +5.2% |
| 10Y | +35.9% | -95.8% | +131.6% | +36.7% |
| All | +51.5% | -87.2% | +138.8% | +54.7% |
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