+726.2%
FLEX vs FCUV
-99.8%
+826.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -65.2% | +69.6% | +4.9% |
| 7D | +7.0% | -47.9% | +54.9% | +7.0% |
| 30D | -5.8% | +13.7% | -19.5% | -6.5% |
| 3M | -24.2% | +97.0% | -121.2% | -27.6% |
| 6M | +90.8% | -66.1% | +156.9% | +88.3% |
| YTD | +89.2% | -81.8% | +171.0% | +90.2% |
| 1Y | +104.7% | -93.3% | +198.0% | +111.5% |
| 3Y | +478.1% | -99.2% | +577.3% | +524.5% |
| 5Y | +726.2% | -99.9% | +826.0% | +850.9% |
| All | +726.2% | -99.8% | +826.0% | +850.9% |
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 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