+39.6%
DOCS vs FCUV
-98.9%
+138.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +136.0% | -135.6% | +0.1% |
| 7D | +2.6% | +148.8% | -146.2% | +2.2% |
| 30D | +11.4% | +95.0% | -83.6% | +11.1% |
| 3M | +25.4% | +27.8% | -2.4% | +25.3% |
| 6M | +42.5% | +121.0% | -78.4% | +39.7% |
| YTD | -24.7% | -78.1% | +53.4% | -22.9% |
| 1Y | -32.9% | -94.3% | +61.3% | -28.8% |
| 3Y | +39.6% | -98.9% | +138.5% | +44.9% |
| All | +39.6% | -98.9% | +138.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling