+337.2%
IR vs FCUV
-99.3%
+436.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +4.3% | +2.4% | +1.9% | +4.2% |
| 30D | +8.1% | -25.9% | +34.0% | +8.1% |
| 3M | +0.7% | -44.8% | +45.4% | +0.7% |
| 6M | +16.6% | -3.5% | +20.1% | +16.2% |
| YTD | +7.8% | -90.7% | +98.5% | +7.7% |
| 1Y | +9.9% | -97.9% | +107.8% | +10.1% |
| 3Y | +25.2% | -99.5% | +124.8% | +25.3% |
| 5Y | +46.8% | -99.9% | +146.7% | +46.9% |
| All | +337.2% | -99.3% | +436.5% | +332.1% |
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 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