+336.0%
IR vs FCUV
-98.2%
+434.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.4% |
| 7D | +2.5% | +148.8% | -146.3% | +2.4% |
| 30D | +9.2% | +95.0% | -85.9% | +9.0% |
| 3M | +0.9% | +27.8% | -26.8% | +0.8% |
| 6M | +19.2% | +121.0% | -101.7% | +18.6% |
| YTD | +7.5% | -78.1% | +85.6% | +7.3% |
| 1Y | +11.7% | -94.3% | +106.0% | +11.7% |
| 3Y | +23.9% | -98.9% | +122.8% | +23.8% |
| 5Y | +46.4% | -99.7% | +146.1% | +46.3% |
| All | +336.0% | -98.2% | +434.2% | +330.3% |
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