-33.5%
MOD vs FCUV
-98.1%
+64.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +9.9% |
| 7D | -13.9% | -15.4% | +1.5% | -13.8% |
| 30D | -41.5% | -32.9% | -8.7% | -41.4% |
| 3M | -45.7% | -46.2% | +0.4% | -45.7% |
| 6M | -61.1% | -30.0% | -31.1% | -61.5% |
| YTD | -20.5% | -91.4% | +70.9% | -16.0% |
| All | -33.5% | -98.1% | +64.5% | -16.6% |
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 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