+192.0%
ED vs FCUV
-97.7%
+289.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | -1.7% | +2.4% | -4.1% | -1.7% |
| 30D | +10.7% | -25.9% | +36.6% | +10.7% |
| 3M | +11.6% | -44.8% | +56.4% | +11.6% |
| 6M | +13.5% | -3.5% | +17.0% | +13.6% |
| YTD | +23.1% | -90.7% | +113.9% | +23.3% |
| 1Y | +23.1% | -97.9% | +121.0% | +23.3% |
| 3Y | +47.9% | -99.5% | +147.5% | +48.0% |
| 5Y | +83.9% | -99.9% | +183.8% | +84.0% |
| 10Y | +142.1% | -99.3% | +241.3% | +143.9% |
| All | +192.0% | -97.7% | +289.7% | +198.1% |
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