+4.3%
DT vs FCUV
-99.2%
+103.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.6% |
| 7D | -0.5% | -63.8% | +63.2% | -0.3% |
| 30D | +0.1% | -14.7% | +14.7% | 0.0% |
| 3M | +24.1% | +65.3% | -41.2% | +22.1% |
| 6M | +30.1% | -68.5% | +98.6% | +29.9% |
| YTD | +16.8% | -83.0% | +99.8% | +17.5% |
| 1Y | -0.1% | -94.4% | +94.3% | +1.8% |
| All | +4.3% | -99.2% | +103.6% | +14.0% |
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