+57.7%
GEV vs FCUV
-81.1%
+138.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.7% | +13.7% | 0.0% |
| 7D | +3.3% | +62.8% | -59.5% | +3.4% |
| 30D | -7.5% | +66.5% | -74.0% | -7.3% |
| 3M | -2.2% | +459.9% | -462.1% | -0.4% |
| 6M | +12.1% | -12.4% | +24.5% | +15.1% |
| YTD | +44.4% | -47.5% | +91.9% | +47.7% |
| 1Y | +57.7% | -80.5% | +138.2% | +58.8% |
| All | +57.7% | -81.1% | +138.8% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling