-83.4%
FRMI vs FCUV
-95.4%
+12.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | +10.9% | -72.0% | +82.9% | +8.5% |
| 30D | -24.3% | -8.0% | -16.3% | -23.2% |
| 3M | -21.8% | +66.3% | -88.0% | -9.0% |
| 6M | -33.0% | -75.3% | +42.3% | -17.5% |
| YTD | -32.6% | -83.0% | +50.3% | -17.9% |
| All | -83.4% | -95.4% | +12.0% | -78.4% |
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 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