-51.2%
FLUT vs FCUV
-99.9%
+48.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -3.6% | -72.0% | +68.4% | -2.7% |
| 30D | -0.3% | -8.0% | +7.7% | -0.8% |
| 3M | -12.6% | +66.3% | -78.9% | -16.8% |
| 6M | -8.0% | -75.3% | +67.3% | -9.2% |
| YTD | -54.1% | -83.0% | +28.9% | -54.4% |
| 1Y | -66.1% | -94.7% | +28.5% | -65.6% |
| 3Y | -45.0% | -99.3% | +54.2% | -41.9% |
| 5Y | -51.2% | -99.9% | +48.6% | -44.0% |
| All | -51.2% | -99.9% | +48.6% | -44.0% |
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