+31.6%
EXC vs FCUV
-99.5%
+131.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | +0.2% |
| 7D | -1.4% | -4.7% | +3.3% | -1.4% |
| 30D | +8.3% | -23.2% | +31.5% | +8.3% |
| 3M | +2.6% | -49.2% | +51.8% | +2.6% |
| 6M | +5.2% | -9.2% | +14.4% | +4.7% |
| YTD | +7.5% | -90.6% | +98.1% | +7.3% |
| 1Y | +3.2% | -97.9% | +101.1% | +3.6% |
| All | +31.6% | -99.5% | +131.2% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling