-12.8%
DT vs FCUV
-98.9%
+86.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +136.0% | -136.2% | -0.7% |
| 7D | +3.1% | +148.8% | -145.6% | +2.6% |
| 30D | -29.5% | +95.0% | -124.6% | -29.9% |
| 3M | -11.7% | +27.8% | -39.5% | -12.1% |
| 6M | +29.0% | +121.0% | -92.0% | +26.5% |
| YTD | +3.4% | -78.1% | +81.5% | +3.7% |
| 1Y | -4.2% | -94.3% | +90.0% | -2.1% |
| 3Y | -12.8% | -98.9% | +86.1% | -7.0% |
| All | -12.8% | -98.9% | +86.1% | -7.0% |
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