+584.1%
MA vs FCUV
-99.3%
+683.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +7.9% | -25.9% | +33.8% | +8.0% |
| 3M | +16.8% | -44.8% | +61.5% | +16.8% |
| 6M | +31.0% | -3.5% | +34.5% | +30.1% |
| YTD | +15.0% | -90.7% | +105.8% | +14.7% |
| 1Y | +17.0% | -97.9% | +114.9% | +17.1% |
| 3Y | +68.5% | -99.5% | +168.0% | +68.2% |
| 5Y | +85.0% | -99.9% | +184.8% | +85.0% |
| All | +584.1% | -99.3% | +683.3% | +579.1% |
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 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