+375.1%
META vs FCUV
-98.5%
+473.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -65.2% | +64.7% | -0.2% |
| 7D | +6.0% | -47.9% | +54.0% | +6.1% |
| 30D | +3.6% | +13.7% | -10.0% | +3.3% |
| 3M | +4.9% | +97.0% | -92.1% | +2.5% |
| 6M | -4.7% | -66.1% | +61.4% | -6.4% |
| YTD | -6.9% | -81.8% | +74.9% | -8.4% |
| 1Y | -18.2% | -93.3% | +75.1% | -19.2% |
| 3Y | +107.8% | -99.2% | +207.0% | +105.1% |
| 5Y | +63.9% | -99.9% | +163.8% | +62.3% |
| 10Y | +375.1% | -98.5% | +473.6% | +362.2% |
| All | +375.1% | -98.5% | +473.6% | +362.2% |
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