-37.1%
DOCS vs FCUV
-99.6%
+62.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | -0.4% |
| 7D | +2.6% | +148.8% | -146.2% | +1.7% |
| 30D | +11.4% | +95.0% | -83.6% | +10.6% |
| 3M | +25.4% | +27.8% | -2.4% | +24.6% |
| 6M | +42.5% | +121.0% | -78.4% | +36.5% |
| YTD | -24.7% | -78.1% | +53.4% | -25.1% |
| 1Y | -32.9% | -94.3% | +61.3% | -31.4% |
| 3Y | +39.6% | -98.9% | +138.5% | +41.7% |
| 5Y | -54.6% | -99.7% | +45.1% | -52.9% |
| All | -37.1% | -99.6% | +62.5% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling