+16.4%
FLUT vs FCUV
-94.7%
+111.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +136.0% | -137.0% | -1.5% |
| 7D | -0.7% | +148.8% | -149.5% | -1.2% |
| 30D | +9.3% | +95.0% | -85.8% | +8.8% |
| 3M | -17.5% | +27.8% | -45.3% | -17.9% |
| 6M | -14.6% | +121.0% | -135.6% | -16.4% |
| YTD | -62.3% | -78.1% | +15.9% | -62.8% |
| 1Y | -59.6% | -94.3% | +34.6% | -60.1% |
| 3Y | -45.3% | -98.9% | +53.6% | -46.0% |
| 5Y | -50.4% | -99.7% | +49.3% | -51.0% |
| 10Y | -26.8% | -98.2% | +71.4% | -27.7% |
| All | +16.4% | -94.7% | +111.1% | +15.1% |
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