+120.9%
FE vs FCUV
-99.3%
+220.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.3% |
| 7D | -0.5% | -15.3% | +14.8% | -0.5% |
| 30D | +4.3% | -29.7% | +34.1% | +4.3% |
| 3M | +0.4% | -54.5% | +54.9% | +0.4% |
| 6M | +6.9% | -26.7% | +33.7% | +6.9% |
| YTD | +8.0% | -91.0% | +99.0% | +8.1% |
| 1Y | +4.8% | -98.0% | +102.8% | +5.0% |
| 3Y | +49.0% | -99.5% | +148.5% | +49.1% |
| 5Y | +46.2% | -99.9% | +146.1% | +46.4% |
| 10Y | +120.9% | -99.3% | +220.1% | +127.8% |
| All | +120.9% | -99.3% | +220.1% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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