-29.7%
MOD vs FCUV
-98.0%
+68.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.5% |
| 7D | +8.2% | -4.7% | +12.9% | +8.3% |
| 30D | -38.2% | -23.2% | -15.0% | -38.1% |
| 3M | -46.2% | -49.2% | +3.0% | -46.2% |
| 6M | -62.5% | -9.2% | -53.3% | -63.1% |
| YTD | -20.1% | -90.6% | +70.5% | -15.6% |
| 1Y | -29.7% | -97.9% | +68.2% | -12.4% |
| All | -29.7% | -98.0% | +68.3% | -12.4% |
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 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