+144.6%
IEFA vs FCUV
-98.6%
+243.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | -1.6% | -66.5% | +64.9% | -1.5% |
| 30D | -1.5% | +5.0% | -6.5% | -1.6% |
| 3M | +3.4% | +63.8% | -60.4% | +2.7% |
| 6M | +9.5% | -67.8% | +77.3% | +9.0% |
| YTD | +13.0% | -82.4% | +95.5% | +12.7% |
| 1Y | +18.0% | -94.7% | +112.7% | +17.9% |
| 3Y | +65.4% | -99.3% | +164.6% | +65.1% |
| 5Y | +51.6% | -99.9% | +151.4% | +51.5% |
| All | +144.6% | -98.6% | +243.2% | +142.3% |
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 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