+114.1%
DT vs FCUV
-99.7%
+213.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -0.7% |
| 7D | -1.6% | -66.5% | +64.9% | -1.0% |
| 30D | +3.0% | +5.0% | -1.9% | +2.5% |
| 3M | +26.5% | +63.8% | -37.3% | +21.4% |
| 6M | +35.9% | -67.8% | +103.8% | +33.2% |
| YTD | +17.8% | -82.4% | +100.2% | +16.4% |
| 1Y | +4.1% | -94.7% | +98.8% | +4.7% |
| 3Y | +5.3% | -99.3% | +104.6% | +5.8% |
| 5Y | -27.2% | -99.9% | +72.7% | -25.4% |
| All | +114.1% | -99.7% | +213.8% | +120.2% |
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