+205.4%
FFIV vs FCUV
-87.2%
+292.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.7% | +13.2% | -0.4% |
| 7D | -1.0% | +62.8% | -63.8% | -1.1% |
| 30D | -5.1% | +66.5% | -71.6% | -5.2% |
| 3M | -4.5% | +459.9% | -464.4% | -5.6% |
| 6M | +36.5% | -12.4% | +48.8% | +35.0% |
| YTD | +53.0% | -47.5% | +100.5% | +51.4% |
| 1Y | +24.2% | -80.5% | +104.7% | +23.0% |
| 3Y | +137.2% | -97.6% | +234.8% | +134.9% |
| 5Y | +91.8% | -99.5% | +191.3% | +89.9% |
| 10Y | +215.2% | -95.8% | +310.9% | +213.6% |
| All | +205.4% | -87.2% | +292.6% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling