+151.9%
FFIV vs FCUV
-99.2%
+251.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.0% | +10.9% | +3.9% |
| 7D | +3.5% | -63.8% | +67.2% | +3.9% |
| 30D | -1.3% | -14.7% | +13.4% | -1.6% |
| 3M | +2.4% | +65.3% | -62.9% | -1.0% |
| 6M | +41.8% | -68.5% | +110.3% | +38.6% |
| YTD | +58.5% | -83.0% | +141.6% | +55.9% |
| 1Y | +24.3% | -94.4% | +118.8% | +23.3% |
| All | +151.9% | -99.2% | +251.1% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling