+854.4%
FLEX vs FCUV
-97.7%
+952.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.8% |
| 7D | +2.2% | -4.7% | +6.9% | +2.3% |
| 30D | -32.6% | -23.2% | -9.5% | -32.6% |
| 3M | -35.5% | -49.2% | +13.7% | -35.5% |
| 6M | -45.6% | -9.2% | -36.3% | -46.3% |
| YTD | +30.7% | -90.6% | +121.3% | +29.6% |
| 1Y | +28.4% | -97.9% | +126.3% | +27.9% |
| 3Y | +301.7% | -99.5% | +401.2% | +299.3% |
| 5Y | +473.3% | -99.9% | +573.1% | +470.8% |
| 10Y | +651.7% | -99.2% | +751.0% | +644.0% |
| All | +854.4% | -97.7% | +952.1% | +838.8% |
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