+137.9%
DG vs FCUV
-87.2%
+225.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.1% | +1.5% |
| 7D | +8.4% | +62.8% | -54.4% | +8.3% |
| 30D | +4.9% | +66.5% | -61.6% | +4.9% |
| 3M | +29.3% | +459.9% | -430.6% | +28.6% |
| 6M | -11.3% | -12.4% | +1.1% | -11.6% |
| YTD | +1.8% | -47.5% | +49.3% | +1.4% |
| 1Y | +25.3% | -80.5% | +105.8% | +24.9% |
| 3Y | +9.1% | -97.6% | +106.7% | +8.8% |
| 5Y | -34.9% | -99.5% | +64.7% | -35.0% |
| 10Y | +108.2% | -95.8% | +203.9% | +105.6% |
| All | +137.9% | -87.2% | +225.1% | +135.3% |
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 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