+291.3%
IR vs FCUV
-95.8%
+387.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +1.3% |
| 7D | -2.8% | +62.8% | -65.7% | -2.9% |
| 30D | -15.1% | +66.5% | -81.6% | -15.2% |
| 3M | +6.1% | +459.9% | -453.9% | +5.5% |
| 6M | -16.8% | -12.4% | -4.4% | -17.0% |
| YTD | -3.5% | -47.5% | +44.0% | -3.7% |
| 1Y | -3.5% | -80.5% | +77.0% | -3.6% |
| 3Y | +9.5% | -97.6% | +107.1% | +9.4% |
| 5Y | +45.1% | -99.5% | +144.6% | +44.9% |
| All | +291.3% | -95.8% | +387.0% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling