+110.3%
FE vs FCUV
-97.9%
+208.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.4% |
| 7D | 0.0% | -13.0% | +12.9% | 0.0% |
| 30D | +5.2% | -36.9% | +42.1% | +5.1% |
| 3M | 0.0% | -65.3% | +65.3% | 0.0% |
| 6M | +5.0% | -32.9% | +37.9% | +5.5% |
| YTD | +7.9% | -91.2% | +99.1% | +8.2% |
| 1Y | +6.3% | -98.2% | +104.5% | +6.6% |
| 3Y | +46.0% | -99.6% | +145.6% | +46.4% |
| 5Y | +45.6% | -99.9% | +145.5% | +46.0% |
| 10Y | +109.3% | -99.3% | +208.6% | +116.5% |
| All | +110.3% | -97.9% | +208.2% | +123.3% |
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