+85.1%
MET vs FCUV
-99.9%
+185.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | -2.5% | -72.0% | +69.5% | -2.2% |
| 30D | 0.0% | -8.0% | +8.0% | -0.1% |
| 3M | +13.1% | +66.3% | -53.2% | +11.6% |
| 6M | +39.0% | -75.3% | +114.3% | +40.5% |
| YTD | +25.2% | -83.0% | +108.2% | +27.1% |
| 1Y | +25.6% | -94.7% | +120.3% | +29.6% |
| 3Y | +67.1% | -99.3% | +166.3% | +75.3% |
| 5Y | +85.1% | -99.9% | +185.0% | +105.1% |
| All | +85.1% | -99.9% | +185.0% | +105.1% |
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 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