+21.8%
DG vs FCUV
-98.9%
+120.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.4% |
| 7D | +0.3% | +148.8% | -148.5% | +0.3% |
| 30D | +3.2% | +95.0% | -91.8% | +3.2% |
| 3M | +10.4% | +27.8% | -17.4% | +10.5% |
| 6M | +33.2% | +121.0% | -87.8% | +33.2% |
| YTD | +3.0% | -78.1% | +81.1% | +2.6% |
| 1Y | +31.2% | -94.3% | +125.5% | +29.7% |
| 3Y | +21.8% | -98.9% | +120.7% | +25.2% |
| All | +21.8% | -98.9% | +120.7% | +25.2% |
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