+507.7%
FAST vs FCUV
-98.5%
+606.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.8% | -0.3% |
| 7D | +1.3% | -47.9% | +49.2% | +1.3% |
| 30D | -4.7% | +13.7% | -18.4% | -4.8% |
| 3M | +7.9% | +97.0% | -89.1% | +7.0% |
| 6M | +7.4% | -66.1% | +73.6% | +6.7% |
| YTD | +25.1% | -81.8% | +106.8% | +24.2% |
| 1Y | +4.7% | -93.3% | +98.0% | +4.1% |
| 3Y | +94.7% | -99.2% | +193.9% | +93.6% |
| 5Y | +106.8% | -99.9% | +206.6% | +105.6% |
| 10Y | +507.7% | -98.5% | +606.2% | +498.1% |
| All | +507.7% | -98.5% | +606.2% | +498.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling