-9.3%
FLUT vs FCUV
-98.6%
+89.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.9% |
| 7D | +0.4% | -66.5% | +66.9% | +0.7% |
| 30D | +2.5% | +5.0% | -2.4% | +2.3% |
| 3M | -9.2% | +63.8% | -73.0% | -11.0% |
| 6M | -8.2% | -67.8% | +59.6% | -9.7% |
| YTD | -53.2% | -82.4% | +29.2% | -53.9% |
| 1Y | -65.6% | -94.7% | +29.2% | -65.9% |
| 3Y | -43.6% | -99.3% | +55.7% | -44.2% |
| 5Y | -50.3% | -99.9% | +49.6% | -50.8% |
| All | -9.3% | -98.6% | +89.3% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling