+105.0%
ED vs FCUV
-98.6%
+203.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.9% | -72.0% | +70.1% | -1.8% |
| 30D | +0.1% | -8.0% | +8.1% | +0.1% |
| 3M | 0.0% | +66.3% | -66.3% | -0.1% |
| 6M | -2.5% | -75.3% | +72.8% | -2.5% |
| YTD | +10.1% | -83.0% | +93.1% | +10.1% |
| 1Y | +13.6% | -94.7% | +108.2% | +13.7% |
| 3Y | +32.4% | -99.3% | +131.7% | +32.4% |
| 5Y | +69.9% | -99.9% | +169.7% | +70.0% |
| All | +105.0% | -98.6% | +203.6% | +106.9% |
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