+196.7%
EXC vs FCUV
-98.2%
+294.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +136.0% | -134.6% | +1.2% |
| 7D | +1.4% | +148.8% | -147.4% | +1.3% |
| 30D | +8.6% | +95.0% | -86.5% | +8.5% |
| 3M | +2.4% | +27.8% | -25.4% | +2.3% |
| 6M | +6.5% | +121.0% | -114.5% | +6.0% |
| YTD | +9.0% | -78.1% | +87.2% | +8.7% |
| 1Y | +4.6% | -94.3% | +98.8% | +4.4% |
| 3Y | +33.5% | -98.9% | +132.4% | +33.0% |
| 5Y | +41.4% | -99.7% | +141.1% | +41.0% |
| All | +196.7% | -98.2% | +294.9% | +197.8% |
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