+190.4%
MET vs FCUV
-95.6%
+286.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -65.2% | +63.1% | -2.1% |
| 7D | +1.1% | -47.9% | +49.1% | +1.2% |
| 30D | -2.3% | +13.7% | -16.0% | -2.3% |
| 3M | +13.9% | +97.0% | -83.1% | +13.6% |
| 6M | +34.8% | -66.1% | +100.9% | +34.7% |
| YTD | +23.5% | -81.8% | +105.3% | +23.5% |
| 1Y | +23.4% | -93.3% | +116.7% | +23.5% |
| 3Y | +64.9% | -99.2% | +164.1% | +64.9% |
| 5Y | +82.0% | -99.9% | +181.9% | +82.1% |
| 10Y | +244.4% | -98.5% | +342.9% | +247.8% |
| All | +190.4% | -95.6% | +286.0% | +197.3% |
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