-21.1%
LOW vs FCUV
-81.1%
+60.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.7% | +14.9% | +1.2% |
| 7D | -1.7% | +62.8% | -64.6% | -1.7% |
| 30D | -7.0% | +66.5% | -73.5% | -6.9% |
| 3M | -0.9% | +459.9% | -460.8% | -0.1% |
| 6M | -20.1% | -12.4% | -7.7% | -17.9% |
| YTD | -13.9% | -47.5% | +33.6% | -11.2% |
| 1Y | -21.1% | -80.5% | +59.4% | -17.1% |
| All | -21.1% | -81.1% | +60.0% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling