+103.0%
LEN vs FCUV
-98.6%
+201.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +2.2% |
| 7D | -4.8% | -66.5% | +61.7% | -4.6% |
| 30D | -6.6% | +5.0% | -11.5% | -6.7% |
| 3M | -15.7% | +63.8% | -79.5% | -16.9% |
| 6M | -16.6% | -67.8% | +51.2% | -17.4% |
| YTD | -21.3% | -82.4% | +61.1% | -21.9% |
| 1Y | -42.0% | -94.7% | +52.7% | -42.2% |
| 3Y | -27.9% | -99.3% | +71.3% | -28.2% |
| 5Y | -10.7% | -99.9% | +89.2% | -10.8% |
| All | +103.0% | -98.6% | +201.6% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling