+74.5%
META vs FCUV
-99.9%
+174.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.0% | +13.6% | +6.6% |
| 7D | +10.3% | -63.8% | +74.0% | +11.0% |
| 30D | +9.9% | -14.7% | +24.6% | +9.4% |
| 3M | +11.9% | +65.3% | -53.4% | +5.8% |
| 6M | +1.2% | -68.5% | +69.6% | -1.5% |
| YTD | -0.8% | -83.0% | +82.2% | -1.7% |
| 1Y | -14.3% | -94.4% | +80.1% | -12.6% |
| 3Y | +121.4% | -99.3% | +220.6% | +141.4% |
| 5Y | +74.5% | -99.9% | +174.3% | +104.6% |
| All | +74.5% | -99.9% | +174.3% | +104.6% |
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