+96.4%
IT vs FCUV
-95.9%
+192.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | -1.7% |
| 7D | -9.1% | -63.8% | +54.6% | -9.1% |
| 30D | -12.2% | -14.7% | +2.5% | -12.1% |
| 3M | +7.8% | +65.3% | -57.5% | +7.5% |
| 6M | +2.0% | -68.5% | +70.5% | +1.8% |
| YTD | -32.7% | -83.0% | +50.3% | -32.8% |
| 1Y | -31.1% | -94.4% | +63.3% | -31.1% |
| 3Y | -52.1% | -99.3% | +47.2% | -52.1% |
| 5Y | -46.3% | -99.9% | +53.6% | -46.3% |
| 10Y | +91.4% | -98.6% | +190.0% | +93.7% |
| All | +96.4% | -95.9% | +192.3% | +101.1% |
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