+726.4%
DECK vs FCUV
-99.3%
+825.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.4% |
| 7D | -3.7% | +2.4% | -6.0% | -3.7% |
| 30D | +0.6% | -25.9% | +26.5% | +0.6% |
| 3M | -7.3% | -44.8% | +37.4% | -7.3% |
| 6M | -10.9% | -3.5% | -7.4% | -10.8% |
| YTD | -18.5% | -90.7% | +72.3% | -18.1% |
| 1Y | +0.2% | -97.9% | +98.0% | +0.7% |
| 3Y | -19.8% | -99.5% | +79.7% | -19.5% |
| 5Y | +18.7% | -99.9% | +118.6% | +19.3% |
| All | +726.4% | -99.3% | +825.7% | +698.0% |
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 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