-1.8%
DECK vs FCUV
-97.6%
+95.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.7% | +15.2% | +1.5% |
| 7D | -2.2% | +62.8% | -65.1% | -2.0% |
| 30D | -13.6% | +66.5% | -80.1% | -13.3% |
| 3M | -21.2% | +459.9% | -481.2% | -19.5% |
| 6M | -21.1% | -12.4% | -8.7% | -19.0% |
| YTD | -17.2% | -47.5% | +30.3% | -15.2% |
| 1Y | -30.7% | -80.5% | +49.8% | -29.4% |
| All | -1.8% | -97.6% | +95.8% | +3.4% |
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 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