-38.0%
DOCS vs FCUV
-99.8%
+61.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | 0.0% | -15.4% | +15.4% | +0.1% |
| 30D | +7.8% | -32.9% | +40.6% | +8.0% |
| 3M | +20.0% | -46.2% | +66.1% | +20.1% |
| 6M | +26.5% | -30.0% | +56.5% | +22.8% |
| YTD | -25.8% | -91.4% | +65.6% | -25.5% |
| 1Y | -39.5% | -98.1% | +58.6% | -37.2% |
| 3Y | +60.3% | -99.6% | +159.9% | +64.3% |
| 5Y | -57.0% | -99.9% | +42.8% | -55.0% |
| All | -38.0% | -99.8% | +61.8% | -35.5% |
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