+92.6%
HAS vs FCUV
-98.2%
+190.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +136.0% | -136.8% | -0.9% |
| 7D | +1.4% | +148.8% | -147.4% | +1.2% |
| 30D | +26.3% | +95.0% | -68.8% | +26.1% |
| 3M | +25.6% | +27.8% | -2.2% | +25.4% |
| 6M | +30.3% | +121.0% | -90.7% | +29.4% |
| YTD | +50.4% | -78.1% | +128.5% | +50.0% |
| 1Y | +57.7% | -94.3% | +152.0% | +57.8% |
| 3Y | +213.4% | -98.9% | +312.3% | +213.1% |
| 5Y | +49.1% | -99.7% | +148.8% | +49.2% |
| All | +92.6% | -98.2% | +190.8% | +93.5% |
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