+417.5%
LIN vs FCUV
-99.3%
+516.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -1.2% |
| 7D | +0.2% | -13.0% | +13.2% | +0.2% |
| 30D | +6.5% | -36.9% | +43.4% | +6.3% |
| 3M | +5.5% | -65.3% | +70.8% | +5.4% |
| 6M | +3.3% | -32.9% | +36.2% | +4.8% |
| YTD | +22.0% | -91.2% | +113.2% | +23.7% |
| 1Y | +25.7% | -98.2% | +124.0% | +27.5% |
| 3Y | +36.2% | -99.6% | +135.8% | +38.2% |
| 5Y | +66.1% | -99.9% | +165.9% | +68.5% |
| All | +417.5% | -99.3% | +516.8% | +427.0% |
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