+86.1%
FLEX vs FCUV
-94.3%
+180.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.1% |
| 7D | +0.1% | -72.0% | +72.1% | +0.2% |
| 30D | -11.8% | -8.0% | -3.8% | -11.9% |
| 3M | -22.6% | +66.3% | -88.8% | -23.0% |
| 6M | +77.3% | -75.3% | +152.6% | +82.9% |
| YTD | +78.8% | -83.0% | +161.7% | +86.5% |
| 1Y | +86.1% | -94.7% | +180.7% | +110.4% |
| All | +86.1% | -94.3% | +180.4% | +110.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling