+312.2%
ICE vs FCUV
-95.6%
+407.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -65.2% | +63.1% | -2.2% |
| 7D | -1.2% | -47.9% | +46.8% | -1.1% |
| 30D | +5.0% | +13.7% | -8.7% | +5.0% |
| 3M | +13.9% | +97.0% | -83.1% | +14.1% |
| 6M | -4.4% | -66.1% | +61.7% | -4.1% |
| YTD | -1.9% | -81.8% | +79.8% | -1.6% |
| 1Y | -8.1% | -93.3% | +85.2% | -7.8% |
| 3Y | +42.5% | -99.2% | +141.7% | +43.0% |
| 5Y | +40.6% | -99.9% | +140.5% | +41.2% |
| 10Y | +217.1% | -98.5% | +315.6% | +220.2% |
| All | +312.2% | -95.6% | +407.7% | +319.7% |
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