-45.6%
IT vs FCUV
-99.9%
+54.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -12.7% | -72.0% | +59.3% | -12.2% |
| 30D | -8.9% | -8.0% | -0.9% | -9.0% |
| 3M | +10.1% | +66.3% | -56.1% | +7.7% |
| 6M | +7.3% | -75.3% | +82.6% | +8.4% |
| YTD | -32.4% | -83.0% | +50.6% | -31.3% |
| 1Y | -26.6% | -94.7% | +68.0% | -24.0% |
| 3Y | -51.8% | -99.3% | +47.4% | -48.7% |
| 5Y | -45.6% | -99.9% | +54.3% | -39.5% |
| All | -45.6% | -99.9% | +54.3% | -39.5% |
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