+256.7%
GLD vs FCUV
-87.2%
+343.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.8% | -0.9% |
| 7D | -0.5% | +62.8% | -63.4% | -0.5% |
| 30D | +4.4% | +66.5% | -62.1% | +4.5% |
| 3M | -1.1% | +459.9% | -461.0% | -0.7% |
| 6M | -13.8% | -12.4% | -1.4% | -13.4% |
| YTD | +2.6% | -47.5% | +50.2% | +3.1% |
| 1Y | +24.5% | -80.5% | +105.0% | +25.0% |
| 3Y | +125.8% | -97.6% | +223.5% | +126.8% |
| 5Y | +137.8% | -99.5% | +237.3% | +138.8% |
| 10Y | +221.4% | -95.8% | +317.1% | +223.5% |
| All | +256.7% | -87.2% | +343.9% | +257.7% |
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