+8.5%
IR vs FCUV
-99.2%
+107.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -65.2% | +63.6% | -1.4% |
| 7D | +0.6% | -47.9% | +48.6% | +0.7% |
| 30D | -13.6% | +13.7% | -27.3% | -13.8% |
| 3M | +3.7% | +97.0% | -93.3% | +2.3% |
| 6M | -13.1% | -66.1% | +53.1% | -12.2% |
| YTD | -5.1% | -81.8% | +76.6% | -3.2% |
| 1Y | -6.5% | -93.3% | +86.8% | -3.1% |
| 3Y | +8.5% | -99.2% | +107.7% | +19.1% |
| All | +8.5% | -99.2% | +107.7% | +19.1% |
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 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