+433.8%
MAR vs FCUV
-98.6%
+532.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.7% |
| 7D | -0.5% | -66.5% | +65.9% | -0.4% |
| 30D | -5.4% | +5.0% | -10.4% | -5.5% |
| 3M | -15.5% | +63.8% | -79.3% | -16.3% |
| 6M | +3.0% | -67.8% | +70.8% | +2.4% |
| YTD | +8.5% | -82.4% | +90.9% | +8.0% |
| 1Y | +26.0% | -94.7% | +120.7% | +25.7% |
| 3Y | +68.6% | -99.3% | +167.9% | +68.2% |
| 5Y | +157.4% | -99.9% | +257.2% | +157.4% |
| All | +433.8% | -98.6% | +532.4% | +420.5% |
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