+19.2%
EQT vs FCUV
-95.9%
+115.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -1.2% | -72.0% | +70.8% | -1.1% |
| 30D | +1.1% | -8.0% | +9.1% | +1.1% |
| 3M | +4.8% | +66.3% | -61.5% | +4.7% |
| 6M | -10.6% | -75.3% | +64.7% | -10.7% |
| YTD | +3.4% | -83.0% | +86.4% | +3.3% |
| 1Y | +8.7% | -94.7% | +103.3% | +8.5% |
| 3Y | +35.0% | -99.3% | +134.2% | +34.7% |
| 5Y | +204.2% | -99.9% | +304.1% | +203.4% |
| 10Y | +52.5% | -98.6% | +151.1% | +53.8% |
| All | +19.2% | -95.9% | +115.1% | +18.5% |
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