+160.3%
FN vs FCUV
-97.6%
+257.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.7% | +16.8% | +3.2% |
| 7D | -1.7% | +62.8% | -64.5% | -1.9% |
| 30D | -22.0% | +66.5% | -88.5% | -22.2% |
| 3M | -43.0% | +459.9% | -503.0% | -44.6% |
| 6M | -27.7% | -12.4% | -15.4% | -26.4% |
| YTD | -10.5% | -47.5% | +37.0% | -7.6% |
| 1Y | +12.5% | -80.5% | +93.0% | +19.1% |
| All | +160.3% | -97.6% | +257.9% | +192.3% |
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