+61.6%
HYG vs FCUV
-95.7%
+157.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.7% | -66.5% | +65.8% | -0.7% |
| 30D | -0.7% | +5.0% | -5.7% | -0.8% |
| 3M | -0.2% | +63.8% | -64.0% | -0.5% |
| 6M | +1.4% | -67.8% | +69.3% | +1.2% |
| YTD | +1.5% | -82.4% | +83.9% | +1.3% |
| 1Y | +2.9% | -94.7% | +97.6% | +2.8% |
| 3Y | +25.6% | -99.3% | +124.9% | +25.5% |
| 5Y | +18.6% | -99.9% | +118.4% | +18.5% |
| 10Y | +55.7% | -98.6% | +154.3% | +55.5% |
| All | +61.6% | -95.7% | +157.4% | +61.1% |
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