+553.6%
FAST vs FCUV
-97.9%
+651.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +0.2% |
| 7D | +2.1% | -13.0% | +15.0% | +2.1% |
| 30D | +6.9% | -36.9% | +43.8% | +6.9% |
| 3M | +4.8% | -65.3% | +70.2% | +4.9% |
| 6M | +19.8% | -32.9% | +52.7% | +19.1% |
| YTD | +34.9% | -91.2% | +126.1% | +34.2% |
| 1Y | +32.8% | -98.2% | +131.0% | +32.3% |
| 3Y | +93.7% | -99.6% | +193.3% | +92.9% |
| 5Y | +105.3% | -99.9% | +205.2% | +104.6% |
| 10Y | +595.4% | -99.3% | +694.6% | +587.7% |
| All | +553.6% | -97.9% | +651.5% | +543.5% |
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