+219.7%
IAU vs FCUV
-98.6%
+318.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -2.0% | -66.5% | +64.5% | -2.1% |
| 30D | -1.5% | +5.0% | -6.5% | -1.5% |
| 3M | +3.3% | +63.8% | -60.5% | +3.7% |
| 6M | -16.2% | -67.8% | +51.6% | -15.9% |
| YTD | +0.7% | -82.4% | +83.1% | +1.1% |
| 1Y | +19.2% | -94.7% | +114.0% | +19.7% |
| 3Y | +124.4% | -99.3% | +223.7% | +125.3% |
| 5Y | +140.0% | -99.9% | +239.9% | +141.1% |
| All | +219.7% | -98.6% | +318.3% | +222.6% |
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 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