+34.6%
FROG vs FCUV
-99.4%
+133.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -1.7% |
| 7D | -0.5% | -66.5% | +66.0% | -0.1% |
| 30D | +1.3% | +5.0% | -3.6% | +1.0% |
| 3M | +11.1% | +63.8% | -52.7% | +8.0% |
| 6M | +108.3% | -67.8% | +176.1% | +105.1% |
| YTD | +39.6% | -82.4% | +122.0% | +38.3% |
| 1Y | +74.7% | -94.7% | +169.5% | +75.1% |
| 3Y | +224.1% | -99.3% | +323.3% | +225.5% |
| 5Y | +138.4% | -99.9% | +238.2% | +143.4% |
| All | +34.6% | -99.4% | +133.9% | +51.6% |
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