+43.6%
FLUT vs FCUV
-87.2%
+130.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.7% | +11.5% | -2.1% |
| 7D | -1.6% | +62.8% | -64.5% | -1.8% |
| 30D | +7.7% | +66.5% | -58.8% | +7.4% |
| 3M | -0.7% | +459.9% | -460.7% | -2.7% |
| 6M | -11.2% | -12.4% | +1.2% | -12.6% |
| YTD | -53.4% | -47.5% | -5.9% | -54.1% |
| 1Y | -65.8% | -80.5% | +14.7% | -66.2% |
| 3Y | -44.9% | -97.6% | +52.7% | -45.7% |
| 5Y | -49.7% | -99.5% | +49.8% | -50.3% |
| 10Y | -9.7% | -95.8% | +86.0% | -10.8% |
| All | +43.6% | -87.2% | +130.9% | +42.1% |
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