+260.1%
IAU vs FCUV
-95.9%
+356.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | +0.9% |
| 7D | +0.2% | -63.8% | +63.9% | +0.1% |
| 30D | +0.2% | -14.7% | +14.9% | +0.3% |
| 3M | +3.3% | +65.3% | -62.0% | +3.6% |
| 6M | -14.6% | -68.5% | +53.9% | -14.2% |
| YTD | +1.9% | -83.0% | +84.9% | +2.2% |
| 1Y | +20.9% | -94.4% | +115.3% | +21.3% |
| 3Y | +127.5% | -99.3% | +226.8% | +128.3% |
| 5Y | +141.9% | -99.9% | +241.8% | +142.9% |
| 10Y | +222.8% | -98.6% | +321.4% | +224.5% |
| All | +260.1% | -95.9% | +356.0% | +260.3% |
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