+351.3%
FERG vs FCUV
-98.6%
+449.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -2.6% | -66.5% | +63.9% | -2.3% |
| 30D | -8.9% | +5.0% | -13.9% | -9.1% |
| 3M | -2.0% | +63.8% | -65.8% | -4.2% |
| 6M | -3.2% | -67.8% | +64.6% | -4.9% |
| YTD | +1.5% | -82.4% | +83.9% | -0.1% |
| 1Y | +0.5% | -94.7% | +95.2% | -0.8% |
| 3Y | +50.4% | -99.3% | +149.7% | +48.4% |
| 5Y | +68.7% | -99.9% | +168.5% | +66.8% |
| All | +351.3% | -98.6% | +449.9% | +328.5% |
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