-98.6%
FCUV vs FTV
+80.7%
-179.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.2% |
| 7D | -66.5% | -4.0% | -62.5% | -66.0% |
| 30D | +5.0% | -11.0% | +16.0% | +8.4% |
| 3M | +63.8% | -8.4% | +72.2% | +67.1% |
| 6M | -67.8% | -2.6% | -65.3% | -67.7% |
| YTD | -82.4% | -0.6% | -81.8% | -82.5% |
| 1Y | -94.7% | +11.0% | -105.7% | -94.9% |
| 3Y | -99.3% | -6.3% | -92.9% | -99.3% |
| 5Y | -99.9% | -1.5% | -98.3% | -99.9% |
| All | -98.6% | +80.7% | -179.3% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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