+317.8%
LOW vs FCUV
-95.9%
+413.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | -1.1% |
| 7D | -0.6% | -63.8% | +63.1% | -0.6% |
| 30D | -9.3% | -14.7% | +5.4% | -9.3% |
| 3M | -8.1% | +65.3% | -73.4% | -8.2% |
| 6M | -19.8% | -68.5% | +48.7% | -19.8% |
| YTD | -16.4% | -83.0% | +66.7% | -16.3% |
| 1Y | -24.7% | -94.4% | +69.8% | -24.6% |
| 3Y | -8.8% | -99.3% | +90.4% | -8.8% |
| 5Y | +7.8% | -99.9% | +107.6% | +7.8% |
| 10Y | +233.8% | -98.6% | +332.5% | +238.0% |
| All | +317.8% | -95.9% | +413.7% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling