+117.8%
EW vs FCUV
-98.6%
+216.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.0% | -2.8% |
| 7D | -6.2% | -66.5% | +60.3% | -6.0% |
| 30D | -9.3% | +5.0% | -14.3% | -9.5% |
| 3M | -1.6% | +63.8% | -65.4% | -2.8% |
| 6M | -0.8% | -67.8% | +67.0% | -1.6% |
| YTD | -1.0% | -82.4% | +81.4% | -1.7% |
| 1Y | +8.2% | -94.7% | +102.9% | +7.8% |
| 3Y | +12.7% | -99.3% | +111.9% | +12.2% |
| 5Y | -30.2% | -99.9% | +69.6% | -30.3% |
| All | +117.8% | -98.6% | +216.4% | +117.1% |
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 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