+109.1%
FN vs FCUV
-99.5%
+208.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.1% |
| 7D | +20.8% | +2.4% | +18.4% | +20.8% |
| 30D | -17.3% | -25.9% | +8.6% | -17.2% |
| 3M | -38.1% | -44.8% | +6.6% | -38.2% |
| 6M | -44.2% | -3.5% | -40.8% | -45.7% |
| YTD | -22.3% | -90.7% | +68.5% | -19.4% |
| 1Y | -20.9% | -97.9% | +76.9% | -13.8% |
| All | +109.1% | -99.5% | +208.7% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling