+11.4%
FPS vs FCUV
-77.3%
+88.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -65.2% | +68.3% | +3.1% |
| 7D | +10.4% | -47.9% | +58.3% | +10.4% |
| 30D | -16.5% | +13.7% | -30.2% | -16.7% |
| 3M | -45.5% | +97.0% | -142.5% | -45.5% |
| 6M | +2.1% | -66.1% | +68.2% | +16.2% |
| All | +11.4% | -77.3% | +88.7% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling