-97.7%
FCUV vs FIVE
+56.0%
-153.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +5.1% | -18.8% | -13.1% |
| 7D | +62.8% | +4.3% | +58.6% | +63.9% |
| 30D | +66.5% | +12.5% | +54.0% | +68.9% |
| 3M | +459.9% | +31.2% | +428.7% | +464.6% |
| 6M | -12.4% | +14.4% | -26.7% | -10.6% |
| YTD | -47.5% | +33.9% | -81.4% | -46.8% |
| 1Y | -80.5% | +65.1% | -145.6% | -80.3% |
| All | -97.7% | +56.0% | -153.7% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling