+66.3%
MA vs FCUV
-99.9%
+166.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.6% |
| 7D | -3.5% | -63.8% | +60.2% | -3.4% |
| 30D | +0.8% | -14.7% | +15.4% | +0.7% |
| 3M | +14.8% | +65.3% | -50.5% | +13.8% |
| 6M | +10.0% | -68.5% | +78.5% | +10.4% |
| YTD | -0.1% | -83.0% | +82.9% | +0.9% |
| 1Y | -2.2% | -94.4% | +92.2% | -0.3% |
| 3Y | +39.3% | -99.3% | +138.5% | +45.4% |
| 5Y | +66.3% | -99.9% | +166.2% | +82.5% |
| All | +66.3% | -99.9% | +166.2% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling