+806.2%
FLEX vs FCUV
-94.7%
+900.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +136.0% | -140.0% | -4.4% |
| 7D | +7.5% | +148.8% | -141.3% | +7.0% |
| 30D | -25.3% | +95.0% | -120.3% | -25.5% |
| 3M | -39.7% | +27.8% | -67.5% | -39.9% |
| 6M | -47.9% | +121.0% | -168.8% | -48.8% |
| YTD | +24.1% | -78.1% | +102.2% | +22.6% |
| 1Y | +26.0% | -94.3% | +120.2% | +25.0% |
| 3Y | +282.7% | -98.9% | +381.6% | +279.1% |
| 5Y | +424.2% | -99.7% | +523.9% | +420.1% |
| 10Y | +613.8% | -98.2% | +712.0% | +603.8% |
| All | +806.2% | -94.7% | +900.9% | +788.2% |
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