+0.7%
FPS vs FCUV
-78.8%
+79.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -5.8% |
| 7D | -4.6% | -72.0% | +67.4% | -4.5% |
| 30D | -22.6% | -8.0% | -14.6% | -22.7% |
| 3M | -45.1% | +66.3% | -111.4% | -44.6% |
| 6M | -17.8% | -75.3% | +57.5% | -1.8% |
| All | +0.7% | -78.8% | +79.5% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling