+40.8%
KEY vs FCUV
-99.8%
+140.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -65.2% | +63.5% | -1.2% |
| 7D | +2.7% | -47.9% | +50.7% | +2.9% |
| 30D | -3.2% | +13.7% | -16.9% | -3.8% |
| 3M | +1.0% | +97.0% | -96.0% | -3.1% |
| 6M | +11.9% | -66.1% | +78.0% | +11.2% |
| YTD | +8.7% | -81.8% | +90.5% | +9.8% |
| 1Y | +18.5% | -93.3% | +111.8% | +22.4% |
| 3Y | +124.0% | -99.2% | +223.2% | +140.9% |
| 5Y | +40.8% | -99.9% | +140.7% | +62.8% |
| All | +40.8% | -99.8% | +140.7% | +62.8% |
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