+96.8%
META vs FCUV
-98.9%
+195.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +136.0% | -133.1% | +1.9% |
| 7D | +5.2% | +148.8% | -143.6% | +4.1% |
| 30D | -13.0% | +95.0% | -108.0% | -13.7% |
| 3M | +7.9% | +27.8% | -19.9% | +6.9% |
| 6M | +4.2% | +121.0% | -116.7% | +0.2% |
| YTD | -2.5% | -78.1% | +75.6% | -4.4% |
| 1Y | +5.6% | -94.3% | +99.8% | +5.5% |
| 3Y | +96.8% | -98.9% | +195.7% | +103.9% |
| All | +96.8% | -98.9% | +195.7% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling