+499.0%
MA vs FCUV
-98.6%
+597.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -72.0% | +68.5% | -3.3% |
| 30D | +0.7% | -8.0% | +8.7% | +0.6% |
| 3M | +15.8% | +66.3% | -50.5% | +14.9% |
| 6M | +10.2% | -75.3% | +85.5% | +9.8% |
| YTD | -0.5% | -83.0% | +82.5% | -0.8% |
| 1Y | -1.8% | -94.7% | +92.8% | -2.0% |
| 3Y | +38.7% | -99.3% | +138.0% | +38.4% |
| 5Y | +67.6% | -99.9% | +167.5% | +67.6% |
| All | +499.0% | -98.6% | +597.6% | +493.5% |
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