-32.6%
MOD vs FCUV
-98.1%
+65.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -7.5% | -13.9% | -21.4% |
| 7D | -31.3% | -8.6% | -22.8% | -31.3% |
| 30D | -46.1% | -25.9% | -20.2% | -46.0% |
| 3M | -51.1% | -69.8% | +18.7% | -51.0% |
| 6M | -62.1% | -31.6% | -30.4% | -62.2% |
| YTD | -26.2% | -90.1% | +63.9% | -22.1% |
| 1Y | -32.6% | -98.0% | +65.4% | -14.5% |
| All | -32.6% | -98.1% | +65.5% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling