-10.4%
DOW vs FCUV
-99.7%
+89.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -65.2% | +65.7% | +0.7% |
| 7D | -2.9% | -47.9% | +45.0% | -2.9% |
| 30D | +2.0% | +13.7% | -11.7% | +1.7% |
| 3M | -12.5% | +97.0% | -109.5% | -13.9% |
| 6M | -9.2% | -66.1% | +56.9% | -10.0% |
| YTD | +30.8% | -81.8% | +112.5% | +29.9% |
| 1Y | +29.4% | -93.3% | +122.7% | +29.1% |
| 3Y | -34.6% | -99.2% | +64.7% | -34.7% |
| 5Y | -35.9% | -99.9% | +63.9% | -36.2% |
| All | -10.4% | -99.7% | +89.3% | -3.3% |
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