+109.8%
FE vs FCUV
-87.2%
+197.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.7% | +13.1% | -0.6% |
| 7D | +1.9% | +62.8% | -60.9% | +2.0% |
| 30D | -1.2% | +66.5% | -67.7% | -1.1% |
| 3M | +3.5% | +459.9% | -456.5% | +4.1% |
| 6M | -6.1% | -12.4% | +6.3% | -5.6% |
| YTD | +7.6% | -47.5% | +55.1% | +8.1% |
| 1Y | +11.9% | -80.5% | +92.4% | +12.4% |
| 3Y | +48.4% | -97.6% | +146.1% | +49.0% |
| 5Y | +44.8% | -99.5% | +144.3% | +45.2% |
| 10Y | +115.9% | -95.8% | +211.6% | +123.6% |
| All | +109.8% | -87.2% | +197.0% | +123.0% |
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