+37.3%
IR vs FCUV
-99.9%
+137.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -2.0% |
| 7D | -1.9% | -63.8% | +61.9% | -1.6% |
| 30D | -15.0% | -14.7% | -0.4% | -15.2% |
| 3M | -0.4% | +65.3% | -65.7% | -3.0% |
| 6M | -15.0% | -68.5% | +53.4% | -14.7% |
| YTD | -7.1% | -83.0% | +76.0% | -5.3% |
| 1Y | -7.5% | -94.4% | +86.9% | -3.3% |
| 3Y | +6.3% | -99.3% | +105.6% | +15.8% |
| 5Y | +37.3% | -99.9% | +137.2% | +57.9% |
| All | +37.3% | -99.9% | +137.2% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling