+1,520.5%
MOD vs FCUV
-98.5%
+1,619.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -65.2% | +64.0% | -0.9% |
| 7D | +6.3% | -47.9% | +54.3% | +6.4% |
| 30D | -1.7% | +13.7% | -15.3% | -2.0% |
| 3M | -30.1% | +97.0% | -127.1% | -31.6% |
| 6M | +2.7% | -66.1% | +68.8% | +1.0% |
| YTD | +44.1% | -81.8% | +125.8% | +41.9% |
| 1Y | +38.7% | -93.3% | +132.0% | +37.1% |
| 3Y | +309.8% | -99.2% | +409.0% | +305.0% |
| 5Y | +1,569.7% | -99.9% | +1,669.6% | +1,550.0% |
| 10Y | +1,520.5% | -98.5% | +1,619.0% | +1,397.6% |
| All | +1,520.5% | -98.5% | +1,619.0% | +1,397.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling