+52.7%
DRAM vs FCUV
-54.6%
+107.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +136.0% | -138.9% | -1.4% |
| 7D | +7.9% | +148.8% | -140.9% | +9.7% |
| 30D | -15.4% | +95.0% | -110.5% | -14.3% |
| 3M | -25.5% | +27.8% | -53.3% | -24.4% |
| 6M | -22.3% | +121.0% | -143.2% | -13.3% |
| All | +52.7% | -54.6% | +107.4% | +75.8% |
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