+231.1%
GM vs FCUV
-98.6%
+329.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -0.6% |
| 7D | -2.4% | -66.5% | +64.0% | -2.2% |
| 30D | -1.1% | +5.0% | -6.1% | -1.3% |
| 3M | +6.1% | +63.8% | -57.7% | +4.6% |
| 6M | +15.0% | -67.8% | +82.8% | +13.8% |
| YTD | +6.0% | -82.4% | +88.4% | +5.1% |
| 1Y | +47.1% | -94.7% | +141.8% | +46.3% |
| 3Y | +170.5% | -99.3% | +269.7% | +168.9% |
| 5Y | +80.5% | -99.9% | +180.3% | +79.8% |
| All | +231.1% | -98.6% | +329.7% | +219.4% |
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