-9.9%
LOW vs FCUV
-99.2%
+89.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -3.7% | -66.5% | +62.7% | -3.7% |
| 30D | -8.9% | +5.0% | -13.8% | -8.9% |
| 3M | -10.4% | +63.8% | -74.2% | -10.4% |
| 6M | -19.4% | -67.8% | +48.4% | -18.6% |
| YTD | -17.1% | -82.4% | +65.3% | -16.0% |
| 1Y | -26.3% | -94.7% | +68.5% | -24.6% |
| 3Y | -9.9% | -99.3% | +89.4% | -4.8% |
| All | -9.9% | -99.2% | +89.3% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling