+44.9%
IR vs FCUV
-99.7%
+144.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -1.1% |
| 7D | +2.5% | +148.8% | -146.3% | +1.7% |
| 30D | +9.2% | +95.0% | -85.9% | +8.4% |
| 3M | +0.9% | +27.8% | -26.8% | +0.2% |
| 6M | +19.2% | +121.0% | -101.7% | +15.5% |
| YTD | +7.5% | -78.1% | +85.6% | +9.1% |
| 1Y | +11.7% | -94.3% | +106.0% | +17.7% |
| 3Y | +23.9% | -98.9% | +122.8% | +33.9% |
| All | +44.9% | -99.7% | +144.6% | +69.9% |
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