-31.8%
LVS vs FCUV
-98.1%
+66.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.5% | +14.0% | +6.5% |
| 7D | +13.4% | -8.6% | +22.0% | +13.4% |
| 30D | +12.2% | -25.9% | +38.1% | +12.1% |
| 3M | -10.7% | -69.8% | +59.1% | -10.8% |
| 6M | -19.8% | -31.6% | +11.8% | -18.3% |
| YTD | -35.8% | -90.1% | +54.3% | -33.0% |
| 1Y | -31.8% | -98.0% | +66.2% | -27.4% |
| All | -31.8% | -98.1% | +66.3% | -27.4% |
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 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