+57.4%
MAR vs FCUV
-98.1%
+155.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.5% | +9.6% | +2.0% |
| 7D | +7.7% | -8.6% | +16.3% | +7.7% |
| 30D | +19.4% | -25.9% | +45.3% | +19.4% |
| 3M | +23.3% | -69.8% | +93.1% | +23.4% |
| 6M | +22.8% | -31.6% | +54.5% | +23.9% |
| YTD | +37.8% | -90.1% | +127.9% | +42.2% |
| 1Y | +57.4% | -98.0% | +155.3% | +73.1% |
| All | +57.4% | -98.1% | +155.5% | +73.1% |
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 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