+4.1%
FAST vs FCUV
-94.0%
+98.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.0% | +5.8% | -1.2% |
| 7D | +1.8% | -63.8% | +65.5% | +2.0% |
| 30D | -6.4% | -14.7% | +8.2% | -6.6% |
| 3M | +5.3% | +65.3% | -60.0% | +3.5% |
| 6M | +5.4% | -68.5% | +73.9% | +4.0% |
| YTD | +23.6% | -83.0% | +106.6% | +23.5% |
| 1Y | +4.1% | -94.4% | +98.5% | +7.1% |
| All | +4.1% | -94.0% | +98.1% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling