+49.2%
F vs FCUV
-97.9%
+147.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.7% |
| 7D | +1.6% | -13.0% | +14.5% | +1.6% |
| 30D | +2.6% | -36.9% | +39.5% | +2.7% |
| 3M | -8.8% | -65.3% | +56.5% | -8.7% |
| 6M | +4.6% | -32.9% | +37.5% | +3.9% |
| YTD | -1.9% | -91.2% | +89.3% | -2.1% |
| 1Y | -0.8% | -98.2% | +97.4% | -0.5% |
| 3Y | +43.5% | -99.6% | +143.1% | +43.4% |
| 5Y | -12.1% | -99.9% | +87.8% | -12.0% |
| 10Y | +83.6% | -99.3% | +182.9% | +85.9% |
| All | +49.2% | -97.9% | +147.0% | +51.4% |
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