+431.5%
LIN vs FCUV
-98.2%
+529.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +136.0% | -135.3% | +1.0% |
| 7D | +2.1% | +148.8% | -146.7% | +2.5% |
| 30D | +6.8% | +95.0% | -88.3% | +7.1% |
| 3M | +10.4% | +27.8% | -17.4% | +10.8% |
| 6M | +3.2% | +121.0% | -117.8% | +5.0% |
| YTD | +24.6% | -78.1% | +102.7% | +26.8% |
| 1Y | +24.4% | -94.3% | +118.6% | +26.6% |
| 3Y | +36.7% | -98.9% | +135.7% | +39.2% |
| 5Y | +67.0% | -99.7% | +166.7% | +70.1% |
| All | +431.5% | -98.2% | +529.7% | +443.4% |
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 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