-22.6%
FPS vs FCUV
-87.7%
+65.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.5% | -9.8% | -17.3% |
| 7D | -23.3% | -8.6% | -14.8% | -23.3% |
| 30D | -42.4% | -25.9% | -16.5% | -42.4% |
| 3M | -43.0% | -69.8% | +26.8% | -43.0% |
| 6M | -44.5% | -31.6% | -12.9% | -42.4% |
| All | -22.6% | -87.7% | +65.1% | -10.1% |
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 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