+110.8%
FE vs FCUV
-97.7%
+208.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | +0.1% |
| 7D | -0.4% | -4.7% | +4.3% | -0.4% |
| 30D | +3.6% | -23.2% | +26.8% | +3.6% |
| 3M | +0.3% | -49.2% | +49.5% | +0.3% |
| 6M | +6.4% | -9.2% | +15.6% | +6.9% |
| YTD | +8.1% | -90.6% | +98.7% | +8.5% |
| 1Y | +4.6% | -97.9% | +102.5% | +4.8% |
| 3Y | +49.1% | -99.5% | +148.6% | +49.5% |
| 5Y | +46.1% | -99.9% | +146.0% | +46.4% |
| 10Y | +122.7% | -99.2% | +222.0% | +130.4% |
| All | +110.8% | -97.7% | +208.5% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling