+573.1%
FAST vs FCUV
-97.9%
+671.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.0% |
| 7D | +3.8% | -15.4% | +19.3% | +3.9% |
| 30D | +8.1% | -32.9% | +40.9% | +8.1% |
| 3M | +5.8% | -46.2% | +52.0% | +5.8% |
| 6M | +24.9% | -30.0% | +54.9% | +24.1% |
| YTD | +38.9% | -91.4% | +130.3% | +38.2% |
| 1Y | +36.5% | -98.1% | +134.5% | +35.9% |
| 3Y | +98.1% | -99.6% | +197.7% | +97.3% |
| 5Y | +109.3% | -99.9% | +209.2% | +108.5% |
| 10Y | +547.9% | -99.3% | +647.2% | +540.8% |
| All | +573.1% | -97.9% | +671.0% | +562.7% |
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