+508.7%
FAST vs FCUV
-87.2%
+596.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.4% | +0.8% |
| 7D | -0.4% | +62.8% | -63.2% | -0.4% |
| 30D | -0.8% | +66.5% | -67.3% | -0.9% |
| 3M | +5.8% | +459.9% | -454.2% | +4.9% |
| 6M | +8.0% | -12.4% | +20.4% | +7.2% |
| YTD | +25.6% | -47.5% | +73.2% | +24.8% |
| 1Y | +0.8% | -80.5% | +81.3% | +0.2% |
| 3Y | +86.1% | -97.6% | +183.7% | +85.0% |
| 5Y | +100.2% | -99.5% | +199.8% | +99.1% |
| 10Y | +494.2% | -95.8% | +589.9% | +486.6% |
| All | +508.7% | -87.2% | +596.0% | +498.3% |
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