+877.2%
DECK vs FCUV
-99.3%
+976.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.2% |
| 7D | +5.8% | -13.0% | +18.7% | +5.8% |
| 30D | +7.9% | -36.9% | +44.8% | +7.9% |
| 3M | -11.4% | -65.3% | +53.9% | -11.4% |
| 6M | -16.6% | -32.9% | +16.3% | -16.4% |
| YTD | -16.4% | -91.2% | +74.9% | -16.0% |
| 1Y | +8.6% | -98.2% | +106.9% | +9.2% |
| 3Y | -15.1% | -99.6% | +84.5% | -14.8% |
| 5Y | +22.9% | -99.9% | +122.7% | +23.5% |
| All | +877.2% | -99.3% | +976.5% | +846.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling