+810.7%
MOD vs FCUV
-99.3%
+910.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +16.1% | +2.4% | +13.7% | +16.1% |
| 30D | -38.5% | -25.9% | -12.6% | -38.4% |
| 3M | -46.8% | -44.8% | -2.1% | -46.8% |
| 6M | -61.6% | -3.5% | -58.1% | -62.3% |
| YTD | -20.5% | -90.7% | +70.2% | -21.5% |
| 1Y | -28.0% | -97.9% | +69.9% | -28.5% |
| 3Y | +134.9% | -99.5% | +234.5% | +132.8% |
| 5Y | +833.2% | -99.9% | +933.0% | +825.5% |
| All | +810.7% | -99.3% | +910.0% | +745.5% |
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 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