+197.8%
IWM vs FCUV
-87.2%
+285.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +13.9% | +0.3% |
| 7D | +0.1% | +62.8% | -62.7% | 0.0% |
| 30D | -1.3% | +66.5% | -67.8% | -1.4% |
| 3M | +1.6% | +459.9% | -458.3% | +0.4% |
| 6M | +13.6% | -12.4% | +25.9% | +12.6% |
| YTD | +20.8% | -47.5% | +68.3% | +19.9% |
| 1Y | +26.4% | -80.5% | +106.9% | +25.8% |
| 3Y | +60.7% | -97.6% | +158.3% | +59.8% |
| 5Y | +38.2% | -99.5% | +137.7% | +37.7% |
| 10Y | +169.5% | -95.8% | +265.2% | +167.3% |
| All | +197.8% | -87.2% | +285.0% | +196.3% |
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