+4.6%
EXC vs FCUV
-95.0%
+99.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +136.0% | -134.6% | +1.3% |
| 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% | +2.4% |
| 6M | +6.5% | +121.0% | -114.5% | +5.9% |
| YTD | +9.0% | -78.1% | +87.2% | +7.0% |
| 1Y | +4.6% | -94.3% | +98.8% | +4.0% |
| All | +4.6% | -95.0% | +99.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling