+8.1%
FPS vs FCUV
-34.6%
+42.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -13.7% | +16.1% | +2.5% |
| 7D | +3.1% | +62.8% | -59.7% | +3.0% |
| 30D | -18.6% | +66.5% | -85.1% | -18.6% |
| 3M | -51.5% | +459.9% | -511.4% | -51.4% |
| 6M | -8.5% | -12.4% | +3.9% | +6.4% |
| All | +8.1% | -34.6% | +42.7% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling