+273.7%
IR vs FCUV
-98.6%
+372.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -4.5% | -66.5% | +62.0% | -4.4% |
| 30D | -13.9% | +5.0% | -18.9% | -14.0% |
| 3M | -0.3% | +63.8% | -64.1% | -0.8% |
| 6M | -14.3% | -67.8% | +53.5% | -14.5% |
| YTD | -7.9% | -82.4% | +74.5% | -8.0% |
| 1Y | -9.9% | -94.7% | +84.8% | -9.9% |
| 3Y | +6.5% | -99.3% | +105.8% | +6.5% |
| 5Y | +34.0% | -99.9% | +133.9% | +34.0% |
| All | +273.7% | -98.6% | +372.3% | +269.1% |
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