+166.7%
KEY vs FCUV
-87.2%
+253.9%
-65.2%
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 | +2.2% | +62.8% | -60.6% | +2.1% |
| 30D | -3.0% | +66.5% | -69.5% | -3.2% |
| 3M | +3.3% | +459.9% | -456.6% | +1.9% |
| 6M | +9.2% | -12.4% | +21.6% | +8.1% |
| YTD | +10.6% | -47.5% | +58.2% | +9.7% |
| 1Y | +20.4% | -80.5% | +100.9% | +19.6% |
| 3Y | +121.8% | -97.6% | +219.5% | +120.2% |
| 5Y | +41.1% | -99.5% | +140.7% | +40.2% |
| 10Y | +168.5% | -95.8% | +264.3% | +164.2% |
| All | +166.7% | -87.2% | +253.9% | +168.8% |
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 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