+75.3%
F vs FCUV
-87.2%
+162.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.1% | +1.5% |
| 7D | +5.3% | +62.8% | -57.5% | +5.2% |
| 30D | +4.6% | +66.5% | -61.9% | +4.4% |
| 3M | -3.7% | +459.9% | -463.6% | -4.7% |
| 6M | +16.8% | -12.4% | +29.2% | +16.1% |
| YTD | +15.3% | -47.5% | +62.8% | +14.7% |
| 1Y | +31.0% | -80.5% | +111.5% | +30.7% |
| 3Y | +45.4% | -97.6% | +143.1% | +44.9% |
| 5Y | +54.7% | -99.5% | +154.2% | +54.4% |
| 10Y | +98.2% | -95.8% | +194.0% | +100.1% |
| All | +75.3% | -87.2% | +162.6% | +77.5% |
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 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