-29.4%
EW vs FCUV
-99.9%
+70.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | -5.1% | -63.8% | +58.6% | -4.9% |
| 30D | -6.4% | -14.7% | +8.3% | -6.4% |
| 3M | -1.6% | +65.3% | -66.9% | -2.8% |
| 6M | +2.3% | -68.5% | +70.8% | +2.6% |
| YTD | +1.1% | -83.0% | +84.1% | +2.2% |
| 1Y | +8.0% | -94.4% | +102.4% | +10.4% |
| 3Y | +16.3% | -99.3% | +115.6% | +22.0% |
| 5Y | -29.4% | -99.9% | +70.5% | -23.6% |
| All | -29.4% | -99.9% | +70.5% | -23.6% |
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