-37.7%
DG vs FCUV
-99.8%
+62.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +1.3% |
| 7D | -6.5% | -66.5% | +60.0% | -6.3% |
| 30D | +4.2% | +5.0% | -0.8% | +4.1% |
| 3M | +9.5% | +63.8% | -54.3% | +8.7% |
| 6M | -13.1% | -67.8% | +54.7% | -13.3% |
| YTD | -4.8% | -82.4% | +77.6% | -4.9% |
| 1Y | +20.6% | -94.7% | +115.4% | +20.8% |
| 3Y | +4.9% | -99.3% | +104.2% | +9.0% |
| All | -37.7% | -99.8% | +62.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling