+729.7%
META vs FCUV
-97.9%
+827.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +0.9% |
| 7D | -0.8% | -13.0% | +12.2% | -0.7% |
| 30D | -15.4% | -36.9% | +21.5% | -15.2% |
| 3M | +3.5% | -65.3% | +68.8% | +3.7% |
| 6M | -0.3% | -32.9% | +32.6% | -2.1% |
| YTD | -7.3% | -91.2% | +83.9% | -8.5% |
| 1Y | -1.1% | -98.2% | +97.1% | -1.7% |
| 3Y | +95.1% | -99.6% | +194.6% | +93.2% |
| 5Y | +80.6% | -99.9% | +180.4% | +79.3% |
| 10Y | +410.1% | -99.3% | +509.4% | +400.9% |
| All | +729.7% | -97.9% | +827.6% | +706.4% |
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