+860.0%
DE vs FCUV
-95.9%
+955.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | -3.0% | -63.8% | +60.7% | -3.0% |
| 30D | +11.1% | -14.7% | +25.8% | +11.1% |
| 3M | +17.6% | +65.3% | -47.7% | +17.2% |
| 6M | +13.6% | -68.5% | +82.1% | +13.4% |
| YTD | +46.3% | -83.0% | +129.3% | +46.2% |
| 1Y | +44.2% | -94.4% | +138.6% | +44.3% |
| 3Y | +76.6% | -99.3% | +175.8% | +76.6% |
| 5Y | +98.2% | -99.9% | +198.1% | +98.3% |
| 10Y | +863.5% | -98.6% | +962.1% | +869.8% |
| All | +860.0% | -95.9% | +955.9% | +882.4% |
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