-5.7%
DT vs FCUV
-98.1%
+92.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | -0.5% |
| 7D | -25.5% | -8.6% | -16.9% | -25.5% |
| 30D | -22.3% | -25.9% | +3.6% | -22.3% |
| 3M | +2.3% | -69.8% | +72.2% | +2.4% |
| 6M | +20.7% | -31.6% | +52.3% | +19.8% |
| YTD | +7.9% | -90.1% | +98.1% | +5.4% |
| 1Y | -5.7% | -98.0% | +92.2% | -15.3% |
| All | -5.7% | -98.1% | +92.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling