+94.2%
KEY vs FCUV
-98.2%
+192.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +136.0% | -135.4% | +0.2% |
| 7D | +2.9% | +148.8% | -145.8% | +2.5% |
| 30D | +8.4% | +95.0% | -86.6% | +8.0% |
| 3M | -5.8% | +27.8% | -33.6% | -6.1% |
| 6M | +5.4% | +121.0% | -115.5% | +3.7% |
| YTD | +7.1% | -78.1% | +85.2% | +5.9% |
| 1Y | +26.8% | -94.3% | +121.1% | +26.0% |
| 3Y | +128.7% | -98.9% | +227.6% | +126.7% |
| 5Y | +13.6% | -99.7% | +113.3% | +12.8% |
| All | +94.2% | -98.2% | +192.4% | +84.7% |
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