+533.3%
FAST vs FCUV
-98.2%
+631.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -0.8% |
| 7D | +4.2% | +148.8% | -144.6% | +3.9% |
| 30D | +6.7% | +95.0% | -88.4% | +6.5% |
| 3M | +8.0% | +27.8% | -19.8% | +7.8% |
| 6M | +27.4% | +121.0% | -93.5% | +26.2% |
| YTD | +40.5% | -78.1% | +118.6% | +39.4% |
| 1Y | +38.4% | -94.3% | +132.6% | +37.5% |
| 3Y | +98.7% | -98.9% | +197.6% | +97.3% |
| 5Y | +106.7% | -99.7% | +206.4% | +105.4% |
| All | +533.3% | -98.2% | +631.6% | +522.0% |
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