+110.9%
DT vs FCUV
-99.7%
+210.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -65.2% | +62.1% | -2.5% |
| 7D | -4.9% | -47.9% | +43.1% | -4.7% |
| 30D | +2.7% | +13.7% | -11.0% | +2.1% |
| 3M | +20.0% | +97.0% | -77.0% | +14.7% |
| 6M | +28.0% | -66.1% | +94.1% | +25.2% |
| YTD | +16.0% | -81.8% | +97.8% | +14.6% |
| 1Y | +0.7% | -93.3% | +94.0% | +0.8% |
| 3Y | +6.2% | -99.2% | +105.4% | +6.7% |
| 5Y | -28.1% | -99.9% | +71.7% | -26.4% |
| All | +110.9% | -99.7% | +210.5% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling