-99.9%
FCUV vs FIVE
+38.7%
-138.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | +0.7% | -66.0% | -65.3% |
| 7D | -47.9% | +3.7% | -51.6% | -48.2% |
| 30D | +13.7% | +4.0% | +9.7% | +12.7% |
| 3M | +97.0% | +36.2% | +60.8% | +85.1% |
| 6M | -66.1% | +18.0% | -84.1% | -67.2% |
| YTD | -81.8% | +34.9% | -116.6% | -82.8% |
| 1Y | -93.3% | +67.9% | -161.2% | -94.0% |
| 3Y | -99.2% | +57.3% | -156.5% | -99.3% |
| 5Y | -99.9% | +39.5% | -139.4% | -99.9% |
| All | -99.9% | +38.7% | -138.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling