-48.8%
IT vs FCUV
-99.2%
+50.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +5.2% |
| 7D | -3.7% | -66.5% | +62.8% | -3.4% |
| 30D | +0.1% | +5.0% | -4.9% | +0.1% |
| 3M | +20.7% | +63.8% | -43.1% | +19.6% |
| 6M | +12.0% | -67.8% | +79.8% | +12.9% |
| YTD | -28.8% | -82.4% | +53.6% | -27.7% |
| 1Y | -25.5% | -94.7% | +69.2% | -23.4% |
| 3Y | -48.8% | -99.3% | +50.5% | -48.0% |
| All | -48.8% | -99.2% | +50.5% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling