+42.0%
FFIV vs FCUV
-99.9%
+141.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.8% |
| 7D | -2.9% | -4.7% | +1.7% | -2.9% |
| 30D | -32.4% | -23.2% | -9.2% | -32.3% |
| 3M | -22.7% | -49.2% | +26.5% | -22.7% |
| 6M | -10.7% | -9.2% | -1.5% | -14.4% |
| YTD | +25.4% | -90.6% | +116.0% | +24.3% |
| 1Y | +34.2% | -97.9% | +132.1% | +37.0% |
| 3Y | +101.2% | -99.5% | +200.7% | +110.9% |
| 5Y | +42.0% | -99.9% | +141.8% | +62.7% |
| All | +42.0% | -99.9% | +141.8% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling