+3.6%
DG vs FCUV
-99.2%
+102.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | -6.3% | -72.0% | +65.7% | -6.3% |
| 30D | +2.4% | -8.0% | +10.4% | +2.5% |
| 3M | +12.4% | +66.3% | -53.8% | +12.4% |
| 6M | -14.9% | -75.3% | +60.4% | -15.1% |
| YTD | -6.1% | -83.0% | +76.9% | -6.4% |
| 1Y | +17.9% | -94.7% | +112.5% | +16.7% |
| All | +3.6% | -99.2% | +102.8% | +5.4% |
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