+45.7%
EXC vs FCUV
-99.9%
+145.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.5% | -0.6% |
| 7D | +0.3% | -63.8% | +64.1% | +0.4% |
| 30D | -0.9% | -14.7% | +13.8% | -0.9% |
| 3M | -2.7% | +65.3% | -68.0% | -3.2% |
| 6M | -9.4% | -68.5% | +59.1% | -9.7% |
| YTD | +3.0% | -83.0% | +86.1% | +2.8% |
| 1Y | +5.1% | -94.4% | +99.6% | +5.3% |
| 3Y | +20.6% | -99.3% | +119.9% | +20.0% |
| 5Y | +45.7% | -99.9% | +145.6% | +45.5% |
| All | +45.7% | -99.9% | +145.6% | +45.5% |
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 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