+23.4%
FTI vs FCUV
-65.6%
+89.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -65.2% | +63.1% | -1.6% |
| 7D | -0.2% | -47.9% | +47.7% | 0.0% |
| 30D | +12.3% | +13.7% | -1.3% | +11.8% |
| 3M | +13.8% | +97.0% | -83.2% | +10.4% |
| All | +23.4% | -65.6% | +89.1% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling