+100.0%
IT vs FCUV
-98.6%
+198.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +5.3% |
| 7D | -3.7% | -66.5% | +62.8% | -3.6% |
| 30D | +0.1% | +5.0% | -4.9% | +0.1% |
| 3M | +20.7% | +63.8% | -43.1% | +20.1% |
| 6M | +12.0% | -67.8% | +79.8% | +11.7% |
| YTD | -28.8% | -82.4% | +53.6% | -29.0% |
| 1Y | -25.5% | -94.7% | +69.2% | -25.6% |
| 3Y | -48.8% | -99.3% | +50.5% | -48.8% |
| 5Y | -42.7% | -99.9% | +57.1% | -42.8% |
| All | +100.0% | -98.6% | +198.6% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling