+65.4%
IEFA vs FCUV
-99.2%
+164.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% |
| 3M | +3.4% | +63.8% | -60.4% | +3.4% |
| 6M | +9.5% | -67.8% | +77.3% | +10.5% |
| YTD | +13.0% | -82.4% | +95.5% | +14.5% |
| 1Y | +18.0% | -94.7% | +112.7% | +20.4% |
| 3Y | +65.4% | -99.3% | +164.6% | +70.6% |
| All | +65.4% | -99.2% | +164.6% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling