-38.8%
DOCS vs FCUV
-99.8%
+61.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.4% |
| 7D | -0.6% | -15.3% | +14.8% | -0.5% |
| 30D | +6.3% | -29.7% | +36.0% | +6.5% |
| 3M | +26.5% | -54.5% | +81.0% | +26.8% |
| 6M | +24.8% | -26.7% | +51.5% | +21.1% |
| YTD | -26.8% | -91.0% | +64.2% | -26.6% |
| 1Y | -38.3% | -98.0% | +59.7% | -36.0% |
| 3Y | +36.0% | -99.5% | +135.6% | +39.2% |
| 5Y | -55.0% | -99.9% | +44.9% | -52.8% |
| All | -38.8% | -99.8% | +61.0% | -36.4% |
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