-98.6%
FCUV vs FIVE
+483.6%
-582.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.6% |
| 7D | -72.0% | +0.6% | -72.5% | -72.0% |
| 30D | -8.0% | +3.0% | -11.0% | -8.5% |
| 3M | +66.3% | +23.2% | +43.1% | +60.7% |
| 6M | -75.3% | +9.2% | -84.4% | -75.7% |
| YTD | -83.0% | +28.1% | -111.1% | -83.6% |
| 1Y | -94.7% | +65.3% | -159.9% | -95.0% |
| 3Y | -99.3% | +49.4% | -148.7% | -99.3% |
| 5Y | -99.9% | +29.5% | -129.4% | -99.9% |
| All | -98.6% | +483.6% | -582.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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