+39.4%
GM vs FCUV
-98.1%
+137.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.5% | +12.1% | +4.6% |
| 7D | +12.1% | -8.6% | +20.6% | +12.1% |
| 30D | +15.2% | -25.9% | +41.1% | +15.3% |
| 3M | +4.9% | -69.8% | +74.7% | +5.0% |
| 6M | +22.6% | -31.6% | +54.2% | +23.6% |
| YTD | +14.4% | -90.1% | +104.5% | +21.7% |
| 1Y | +39.4% | -98.0% | +137.4% | +58.7% |
| All | +39.4% | -98.1% | +137.5% | +58.7% |
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 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