+250.6%
GM vs FCUV
-95.9%
+346.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.4% | +2.8% |
| 7D | -1.1% | -72.0% | +70.9% | -0.8% |
| 30D | -3.4% | -8.0% | +4.6% | -3.5% |
| 3M | +8.7% | +66.3% | -57.6% | +7.5% |
| 6M | +15.4% | -75.3% | +90.7% | +14.6% |
| YTD | +6.6% | -83.0% | +89.6% | +5.9% |
| 1Y | +51.5% | -94.7% | +146.1% | +50.8% |
| 3Y | +169.3% | -99.3% | +268.6% | +168.1% |
| 5Y | +81.6% | -99.9% | +181.4% | +81.0% |
| 10Y | +240.7% | -98.6% | +339.3% | +243.1% |
| All | +250.6% | -95.9% | +346.5% | +263.6% |
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