+70.1%
MA vs FCUV
-99.6%
+169.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | +0.5% |
| 7D | +1.8% | -15.3% | +17.1% | +1.8% |
| 30D | +11.8% | -29.7% | +41.6% | +11.8% |
| 3M | +17.2% | -54.5% | +71.7% | +17.2% |
| 6M | +33.4% | -26.7% | +60.1% | +33.6% |
| YTD | +16.1% | -91.0% | +107.1% | +17.1% |
| 1Y | +19.9% | -98.0% | +117.9% | +21.6% |
| 3Y | +70.1% | -99.5% | +169.6% | +72.5% |
| All | +70.1% | -99.6% | +169.6% | +72.5% |
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 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