+160.4%
EXC vs FCUV
-87.2%
+247.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.7% | +12.6% | -1.1% |
| 7D | +0.3% | +62.8% | -62.5% | +0.3% |
| 30D | -3.7% | +66.5% | -70.2% | -3.7% |
| 3M | -1.3% | +459.9% | -461.2% | -1.4% |
| 6M | -9.7% | -12.4% | +2.7% | -9.8% |
| YTD | +2.9% | -47.5% | +50.4% | +2.8% |
| 1Y | +4.4% | -80.5% | +84.9% | +4.3% |
| 3Y | +22.2% | -97.6% | +119.8% | +22.0% |
| 5Y | +46.7% | -99.5% | +146.3% | +46.5% |
| 10Y | +155.3% | -95.8% | +251.1% | +156.5% |
| All | +160.4% | -87.2% | +247.6% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling