+123.4%
FE vs FCUV
-98.2%
+221.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +136.0% | -134.9% | +1.0% |
| 7D | +1.2% | +148.8% | -147.5% | +1.2% |
| 30D | +4.5% | +95.0% | -90.5% | +4.5% |
| 3M | +1.3% | +27.8% | -26.5% | +1.3% |
| 6M | +8.7% | +121.0% | -112.3% | +8.6% |
| YTD | +9.2% | -78.1% | +87.4% | +9.3% |
| 1Y | +7.0% | -94.3% | +101.2% | +7.1% |
| 3Y | +51.4% | -98.9% | +150.3% | +51.5% |
| 5Y | +47.7% | -99.7% | +147.4% | +47.8% |
| All | +123.4% | -98.2% | +221.6% | +130.4% |
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