-14.1%
DECK vs FCUV
-99.6%
+85.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.9% | -1.6% |
| 7D | +6.0% | -14.0% | +20.0% | +6.0% |
| 30D | +7.4% | -31.2% | +38.7% | +7.3% |
| 3M | -11.7% | -71.3% | +59.7% | -11.7% |
| 6M | -11.0% | -36.9% | +25.9% | -9.2% |
| YTD | -15.4% | -91.0% | +75.6% | -13.6% |
| 1Y | +7.2% | -98.2% | +105.5% | +8.7% |
| All | -14.1% | -99.6% | +85.5% | -10.0% |
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 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