-99.9%
FCUV vs FTV
-3.0%
-96.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +2.2% |
| 7D | -72.0% | -5.2% | -66.8% | -70.5% |
| 30D | -8.0% | -11.5% | +3.5% | +1.0% |
| 3M | +66.3% | -9.0% | +75.3% | +76.3% |
| 6M | -75.3% | -2.0% | -73.3% | -75.5% |
| YTD | -83.0% | -0.9% | -82.0% | -83.5% |
| 1Y | -94.7% | +14.8% | -109.5% | -95.4% |
| 3Y | -99.3% | -5.5% | -93.8% | -99.3% |
| 5Y | -99.9% | -1.9% | -98.0% | -99.9% |
| All | -99.9% | -3.0% | -96.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling