+148.4%
FFIV vs FCUV
-97.7%
+246.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +1.9% | +2.4% | -0.5% | +1.9% |
| 30D | -33.3% | -25.9% | -7.4% | -33.3% |
| 3M | -24.9% | -44.8% | +19.9% | -24.9% |
| 6M | -10.5% | -3.5% | -7.0% | -11.4% |
| YTD | +24.4% | -90.7% | +115.2% | +23.5% |
| 1Y | +32.3% | -97.9% | +130.1% | +31.4% |
| 3Y | +99.7% | -99.5% | +199.2% | +98.3% |
| 5Y | +38.4% | -99.9% | +138.3% | +37.5% |
| 10Y | +125.0% | -99.3% | +224.3% | +124.5% |
| All | +148.4% | -97.7% | +246.2% | +148.7% |
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 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