+56.0%
HAS vs FCUV
-98.6%
+154.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -1.5% |
| 7D | -4.8% | -63.8% | +58.9% | -4.8% |
| 30D | -5.1% | -14.7% | +9.5% | -5.2% |
| 3M | +6.4% | +65.3% | -58.9% | +5.8% |
| 6M | -5.6% | -68.5% | +62.8% | -5.9% |
| YTD | +11.0% | -83.0% | +94.0% | +10.8% |
| 1Y | +16.8% | -94.4% | +111.2% | +16.8% |
| 3Y | +44.0% | -99.3% | +143.3% | +44.1% |
| 5Y | +11.0% | -99.9% | +110.8% | +11.2% |
| 10Y | +56.0% | -98.6% | +154.6% | +57.0% |
| All | +56.0% | -98.6% | +154.6% | +57.0% |
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