+246.7%
FFIV vs FCUV
-98.6%
+345.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | +0.1% | +3.3% |
| 7D | +5.4% | -66.5% | +71.9% | +5.6% |
| 30D | -2.7% | +5.0% | -7.6% | -2.8% |
| 3M | +4.5% | +63.8% | -59.3% | +3.2% |
| 6M | +42.2% | -67.8% | +110.0% | +40.6% |
| YTD | +61.3% | -82.4% | +143.7% | +59.6% |
| 1Y | +23.0% | -94.7% | +117.8% | +21.9% |
| 3Y | +156.3% | -99.3% | +255.5% | +153.8% |
| 5Y | +102.9% | -99.9% | +202.7% | +100.9% |
| All | +246.7% | -98.6% | +345.2% | +241.0% |
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 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