+156.4%
KEY vs FCUV
-97.7%
+254.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +1.8% | +2.4% | -0.6% | +1.8% |
| 30D | +7.1% | -25.9% | +33.1% | +7.2% |
| 3M | -5.9% | -44.8% | +38.8% | -5.9% |
| 6M | +2.2% | -3.5% | +5.7% | +1.1% |
| YTD | +6.4% | -90.7% | +97.2% | +5.8% |
| 1Y | +24.8% | -97.9% | +122.6% | +24.5% |
| 3Y | +125.2% | -99.5% | +224.8% | +124.3% |
| 5Y | +13.0% | -99.9% | +112.8% | +12.6% |
| 10Y | +98.5% | -99.3% | +197.7% | +95.9% |
| All | +156.4% | -97.7% | +254.2% | +159.4% |
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