+75.9%
DE vs FCUV
-99.2%
+175.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -2.6% | -66.5% | +63.9% | -2.5% |
| 30D | +9.0% | +5.0% | +4.1% | +9.0% |
| 3M | +19.1% | +63.8% | -44.7% | +18.8% |
| 6M | +14.4% | -67.8% | +82.2% | +15.9% |
| YTD | +45.9% | -82.4% | +128.4% | +48.8% |
| 1Y | +43.6% | -94.7% | +138.3% | +48.8% |
| 3Y | +75.9% | -99.3% | +175.1% | +89.8% |
| All | +75.9% | -99.2% | +175.1% | +89.8% |
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