+382.6%
MAR vs FCUV
-95.9%
+478.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.9% | +0.8% |
| 7D | -0.5% | -63.8% | +63.3% | -0.4% |
| 30D | -4.7% | -14.7% | +10.0% | -4.7% |
| 3M | -15.6% | +65.3% | -80.9% | -16.1% |
| 6M | +1.2% | -68.5% | +69.7% | +0.8% |
| YTD | +7.5% | -83.0% | +90.5% | +7.2% |
| 1Y | +26.6% | -94.4% | +121.0% | +26.4% |
| 3Y | +66.0% | -99.3% | +165.2% | +65.7% |
| 5Y | +154.1% | -99.9% | +254.0% | +154.1% |
| 10Y | +441.9% | -98.6% | +540.5% | +437.9% |
| All | +382.6% | -95.9% | +478.5% | +396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling