+99.1%
FFIV vs FCUV
-99.9%
+199.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -7.0% | +10.9% | +3.9% |
| 7D | +3.5% | -63.8% | +67.2% | +4.0% |
| 30D | -1.3% | -14.7% | +13.4% | -1.8% |
| 3M | +2.4% | +65.3% | -62.9% | -2.4% |
| 6M | +41.8% | -68.5% | +110.3% | +38.2% |
| YTD | +58.5% | -83.0% | +141.6% | +56.3% |
| 1Y | +24.3% | -94.4% | +118.8% | +24.8% |
| 3Y | +152.0% | -99.3% | +251.3% | +163.5% |
| 5Y | +99.1% | -99.9% | +199.0% | +120.6% |
| All | +99.1% | -99.9% | +199.0% | +120.6% |
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 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