+157.4%
KEY vs FCUV
-97.9%
+255.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | -0.4% | -15.4% | +15.0% | -0.3% |
| 30D | +7.2% | -32.9% | +40.1% | +7.3% |
| 3M | -4.9% | -46.2% | +41.2% | -4.9% |
| 6M | +1.1% | -30.0% | +31.1% | +0.1% |
| YTD | +6.8% | -91.4% | +98.2% | +6.2% |
| 1Y | +23.3% | -98.1% | +121.4% | +23.1% |
| 3Y | +126.1% | -99.6% | +225.7% | +125.2% |
| 5Y | +15.2% | -99.9% | +115.1% | +14.9% |
| 10Y | +113.6% | -99.3% | +212.9% | +110.8% |
| All | +157.4% | -97.9% | +255.3% | +160.4% |
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