+55.7%
D vs FCUV
-94.7%
+150.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | +0.2% |
| 7D | -1.4% | +148.8% | -150.1% | -1.4% |
| 30D | +7.7% | +95.0% | -87.3% | +7.7% |
| 3M | -0.3% | +27.8% | -28.1% | -0.3% |
| 6M | +10.1% | +121.0% | -110.9% | +10.0% |
| YTD | +19.1% | -78.1% | +97.2% | +19.2% |
| 1Y | +15.9% | -94.3% | +110.2% | +16.1% |
| 3Y | +75.0% | -98.9% | +173.9% | +75.1% |
| 5Y | +13.4% | -99.7% | +113.1% | +13.4% |
| 10Y | +47.5% | -98.2% | +145.7% | +48.4% |
| All | +55.7% | -94.7% | +150.4% | +59.0% |
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