+47.6%
FE vs FCUV
-99.9%
+147.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | -0.2% | -63.8% | +63.6% | -0.2% |
| 30D | -1.2% | -14.7% | +13.5% | -1.1% |
| 3M | +1.7% | +65.3% | -63.7% | +2.0% |
| 6M | -7.5% | -68.5% | +61.0% | -7.0% |
| YTD | +6.3% | -83.0% | +89.4% | +7.0% |
| 1Y | +10.9% | -94.4% | +105.3% | +11.9% |
| 3Y | +46.9% | -99.3% | +146.2% | +47.5% |
| 5Y | +47.6% | -99.9% | +147.5% | +48.1% |
| All | +47.6% | -99.9% | +147.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling