+1,843.7%
FN vs FCUV
-97.9%
+1,941.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.9% | +14.5% | +11.7% |
| 7D | 0.0% | -13.0% | +12.9% | 0.0% |
| 30D | -34.3% | -36.9% | +2.6% | -34.2% |
| 3M | -39.9% | -65.3% | +25.5% | -39.8% |
| 6M | -51.8% | -32.9% | -19.0% | -52.6% |
| YTD | -28.1% | -91.2% | +63.1% | -28.7% |
| 1Y | -29.1% | -98.2% | +69.1% | -29.1% |
| 3Y | +102.4% | -99.6% | +202.0% | +101.5% |
| 5Y | +171.7% | -99.9% | +271.5% | +170.8% |
| 10Y | +773.5% | -99.3% | +872.8% | +767.2% |
| All | +1,843.7% | -97.9% | +1,941.6% | +1,892.3% |
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 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