+37.5%
F vs FCUV
-99.2%
+136.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -65.2% | +61.0% | -4.1% |
| 7D | +1.2% | -47.9% | +49.1% | +1.2% |
| 30D | +1.2% | +13.7% | -12.4% | +1.1% |
| 3M | -5.7% | +97.0% | -102.7% | -6.4% |
| 6M | +17.9% | -66.1% | +84.1% | +19.6% |
| YTD | +10.4% | -81.8% | +92.2% | +13.2% |
| 1Y | +25.3% | -93.3% | +118.6% | +30.9% |
| 3Y | +37.5% | -99.2% | +136.7% | +46.5% |
| All | +37.5% | -99.2% | +136.6% | +46.5% |
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