-8.2%
EW vs FCUV
-99.7%
+91.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +136.0% | -134.7% | +0.8% |
| 7D | +4.9% | +148.8% | -143.9% | +4.4% |
| 30D | +23.9% | +95.0% | -71.1% | +23.4% |
| 3M | +15.8% | +27.8% | -12.0% | +15.2% |
| 6M | +31.7% | +121.0% | -89.3% | +29.2% |
| YTD | +25.7% | -78.1% | +103.8% | +26.8% |
| 1Y | +24.4% | -94.3% | +118.7% | +28.2% |
| 3Y | +65.9% | -98.9% | +164.8% | +74.3% |
| All | -8.2% | -99.7% | +91.5% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling