+99.5%
KEY vs FCUV
-99.2%
+198.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.5% |
| 7D | -0.5% | -4.7% | +4.2% | -0.5% |
| 30D | +6.7% | -23.2% | +29.9% | +6.8% |
| 3M | -4.6% | -49.2% | +44.6% | -4.6% |
| 6M | +2.6% | -9.2% | +11.8% | +1.3% |
| YTD | +7.0% | -90.6% | +97.5% | +6.2% |
| 1Y | +23.5% | -97.9% | +121.4% | +23.2% |
| 3Y | +126.4% | -99.5% | +225.9% | +125.3% |
| 5Y | +13.0% | -99.9% | +112.9% | +12.7% |
| 10Y | +99.5% | -99.2% | +198.7% | +90.6% |
| All | +99.5% | -99.2% | +198.7% | +90.6% |
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