+748.8%
DECK vs FCUV
-98.2%
+847.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +136.0% | -133.3% | +2.7% |
| 7D | +0.1% | +148.8% | -148.6% | +0.1% |
| 30D | +4.8% | +95.0% | -90.2% | +4.8% |
| 3M | -6.9% | +27.8% | -34.7% | -6.9% |
| 6M | -7.6% | +121.0% | -128.5% | -7.4% |
| YTD | -16.3% | -78.1% | +61.9% | -15.9% |
| 1Y | +4.5% | -94.3% | +98.7% | +5.0% |
| 3Y | -17.1% | -98.9% | +81.8% | -16.8% |
| 5Y | +21.9% | -99.7% | +121.6% | +22.5% |
| All | +748.8% | -98.2% | +847.0% | +719.6% |
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