+81.9%
META vs FCUV
-99.9%
+181.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -0.8% | -13.0% | +12.2% | -0.6% |
| 30D | -15.4% | -36.9% | +21.5% | -15.0% |
| 3M | +3.5% | -65.3% | +68.8% | +3.9% |
| 6M | -0.3% | -32.9% | +32.6% | -4.6% |
| YTD | -7.3% | -91.2% | +83.9% | -7.4% |
| 1Y | -1.1% | -98.2% | +97.1% | +4.4% |
| 3Y | +95.1% | -99.6% | +194.6% | +116.0% |
| All | +81.9% | -99.9% | +181.8% | +123.7% |
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