+948.8%
KEYS vs FCUV
-95.9%
+1,044.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | +0.9% | -72.0% | +72.9% | +1.2% |
| 30D | -5.3% | -8.0% | +2.7% | -5.4% |
| 3M | +0.5% | +66.3% | -65.8% | -1.3% |
| 6M | +14.0% | -75.3% | +89.3% | +12.6% |
| YTD | +60.3% | -83.0% | +143.2% | +58.4% |
| 1Y | +91.3% | -94.7% | +186.0% | +89.8% |
| 3Y | +146.1% | -99.3% | +245.4% | +144.0% |
| 5Y | +80.8% | -99.9% | +180.6% | +79.5% |
| 10Y | +1,002.8% | -98.6% | +1,101.4% | +974.2% |
| All | +948.8% | -95.9% | +1,044.7% | +927.3% |
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