+8,324.3%
FIX vs FCUV
-97.9%
+8,422.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.6% | +11.0% | +9.4% |
| 7D | -7.2% | -15.4% | +8.2% | -7.2% |
| 30D | -35.1% | -32.9% | -2.3% | -35.1% |
| 3M | -34.3% | -46.2% | +11.9% | -34.3% |
| 6M | -42.9% | -30.0% | -12.9% | -43.4% |
| YTD | +19.5% | -91.4% | +110.8% | +18.9% |
| 1Y | +16.8% | -98.1% | +114.8% | +16.5% |
| 3Y | +506.7% | -99.6% | +606.3% | +504.6% |
| 5Y | +1,046.7% | -99.9% | +1,146.6% | +1,042.8% |
| 10Y | +3,800.0% | -99.3% | +3,899.3% | +3,875.0% |
| All | +8,324.3% | -97.9% | +8,422.2% | +8,466.3% |
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