+140.7%
DG vs FCUV
-94.7%
+235.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.5% |
| 7D | +0.3% | +148.8% | -148.5% | +0.2% |
| 30D | +3.2% | +95.0% | -91.8% | +3.1% |
| 3M | +10.4% | +27.8% | -17.4% | +10.3% |
| 6M | +33.2% | +121.0% | -87.8% | +32.5% |
| YTD | +3.0% | -78.1% | +81.1% | +2.6% |
| 1Y | +31.2% | -94.3% | +125.5% | +30.9% |
| 3Y | +21.8% | -98.9% | +120.7% | +21.5% |
| 5Y | -35.0% | -99.7% | +64.7% | -35.1% |
| 10Y | +106.0% | -98.2% | +204.3% | +103.5% |
| All | +140.7% | -94.7% | +235.4% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling